+2,030.0%
NXPI vs DPZ
+3,242.5%
-1,212.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | -0.5% | +2.2% | -2.6% | -1.4% |
| 30D | +15.0% | +6.7% | +8.3% | +12.0% |
| 3M | +12.6% | -4.5% | +17.1% | +13.7% |
| 6M | -10.6% | +3.3% | -13.9% | -13.6% |
| YTD | +22.1% | -19.4% | +41.5% | +29.0% |
| 1Y | +29.8% | -17.3% | +47.0% | +35.5% |
| 3Y | +47.8% | -8.4% | +56.1% | +45.0% |
| 5Y | +33.9% | -28.2% | +62.1% | +42.4% |
| 10Y | +208.7% | +130.9% | +77.8% | +77.1% |
| All | +2,030.0% | +3,242.5% | -1,212.5% | +198.9% |
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