-7.2%
DPZ vs NVD
-98.9%
+91.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -2.2% |
| 7D | +6.6% | +16.8% | -10.3% | +6.8% |
| 30D | +10.3% | +54.3% | -44.0% | +11.1% |
| 3M | -6.2% | +24.3% | -30.4% | -5.8% |
| 6M | +4.2% | +0.6% | +3.7% | +4.2% |
| YTD | -18.4% | -27.7% | +9.3% | -19.2% |
| 1Y | -14.9% | -29.4% | +14.5% | -15.7% |
| 3Y | -4.6% | -98.8% | +94.2% | -25.2% |
| All | -7.2% | -98.9% | +91.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling