-5.9%
DPZ vs NVD
-99.2%
+93.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -2.5% | -11.1% | +8.6% | -2.8% |
| 30D | -7.0% | -13.3% | +6.3% | -7.2% |
| 3M | +11.6% | -19.8% | +31.4% | +11.3% |
| 6M | -15.2% | -48.8% | +33.6% | -16.7% |
| YTD | -17.2% | -49.7% | +32.4% | -18.6% |
| 1Y | -24.8% | -61.4% | +36.5% | -26.8% |
| 3Y | -8.7% | -99.1% | +90.5% | -28.6% |
| All | -5.9% | -99.2% | +93.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling