-30.1%
DPZ vs NVMI
+148.5%
-178.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.7% |
| 7D | -2.5% | +16.9% | -19.3% | -3.7% |
| 30D | +12.5% | -4.3% | +16.8% | +12.8% |
| 3M | -5.2% | -19.3% | +14.1% | -3.8% |
| 6M | +8.8% | -33.6% | +42.3% | +11.1% |
| YTD | -18.7% | -0.2% | -18.4% | -22.3% |
| 1Y | -15.7% | +5.1% | -20.7% | -20.3% |
| 3Y | -7.5% | +193.2% | -200.7% | -34.3% |
| 5Y | -30.1% | +148.6% | -178.7% | -50.2% |
| All | -30.1% | +148.5% | -178.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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