+146.8%
NUE vs DPZ
-34.0%
+180.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.7% |
| 7D | -2.3% | -7.3% | +5.0% | -0.3% |
| 30D | -6.1% | -7.6% | +1.5% | -4.2% |
| 3M | +1.7% | +1.8% | -0.2% | +0.6% |
| 6M | +53.1% | -21.8% | +74.9% | +63.2% |
| YTD | +59.0% | -22.0% | +81.1% | +69.4% |
| 1Y | +85.3% | -28.6% | +113.9% | +102.8% |
| 3Y | +63.2% | -13.1% | +76.3% | +62.8% |
| 5Y | +146.8% | -33.2% | +180.0% | +176.3% |
| All | +146.8% | -34.0% | +180.8% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling