+2,341.1%
NUE vs DPZ
+5,462.3%
-3,121.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.3% |
| 7D | +2.8% | +2.2% | +0.5% | +2.0% |
| 30D | -2.1% | +15.5% | -17.6% | -6.7% |
| 3M | -7.3% | -2.0% | -5.3% | -7.4% |
| 6M | +8.9% | +12.1% | -3.3% | +3.6% |
| YTD | +55.6% | -16.6% | +72.2% | +61.7% |
| 1Y | +74.7% | -14.6% | +89.2% | +80.0% |
| 3Y | +71.7% | -4.1% | +75.8% | +66.8% |
| 5Y | +141.2% | -28.3% | +169.5% | +152.9% |
| 10Y | +429.6% | +141.3% | +288.3% | +233.2% |
| All | +2,341.1% | +5,462.3% | -3,121.2% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling