-5.2%
DPZ vs NVD
-98.8%
+93.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +18.7% | -18.4% | +0.5% |
| 7D | +9.5% | +33.7% | -24.2% | +10.0% |
| 30D | +12.8% | +65.8% | -53.0% | +13.8% |
| 3M | -6.2% | +31.8% | -38.0% | -5.8% |
| 6M | +4.3% | -5.9% | +10.1% | +3.9% |
| YTD | -16.6% | -23.5% | +6.9% | -17.4% |
| 1Y | -12.8% | -20.0% | +7.1% | -13.3% |
| 3Y | -0.8% | -98.8% | +97.9% | -22.5% |
| All | -5.2% | -98.8% | +93.6% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling