-27.5%
DPZ vs NVMI
+145.1%
-172.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -3.0% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +10.3% | -17.1% | +27.4% | +11.8% |
| 3M | -6.2% | -17.9% | +11.7% | -5.0% |
| 6M | +4.2% | -41.4% | +45.7% | +8.0% |
| YTD | -18.4% | -4.6% | -13.8% | -21.8% |
| 1Y | -14.9% | -0.3% | -14.7% | -19.3% |
| 3Y | -4.6% | +214.5% | -219.1% | -34.1% |
| All | -27.5% | +145.1% | -172.6% | -48.6% |
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