-8.4%
DPZ vs NVD
-98.5%
+90.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.9% | -12.1% | -1.1% |
| 7D | +2.2% | +43.9% | -41.7% | +2.6% |
| 30D | +6.7% | +74.0% | -67.3% | +7.4% |
| 3M | -4.5% | +48.3% | -52.9% | -4.1% |
| 6M | +3.3% | +30.3% | -27.0% | +3.7% |
| YTD | -19.4% | -12.9% | -6.6% | -20.0% |
| 1Y | -17.3% | -4.0% | -13.3% | -17.5% |
| 3Y | -8.4% | -98.5% | +90.1% | -21.6% |
| All | -8.4% | -98.5% | +90.1% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling