-18.0%
DPZ vs NVD
-12.8%
-5.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.3% | +0.1% |
| 7D | -3.5% | +27.3% | -30.9% | -5.9% |
| 30D | +5.7% | +59.9% | -54.3% | +1.0% |
| 3M | -7.5% | +39.4% | -46.9% | -10.8% |
| 6M | +6.2% | +27.6% | -21.4% | +2.9% |
| YTD | -19.8% | -17.9% | -1.9% | -23.0% |
| 1Y | -18.0% | -14.5% | -3.5% | -22.0% |
| All | -18.0% | -12.8% | -5.2% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling