-15.2%
DPZ vs NVMI
-13.9%
-1.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -0.9% |
| 7D | -2.5% | +6.6% | -9.1% | -1.6% |
| 30D | -7.0% | -7.5% | +0.6% | -7.8% |
| 3M | +11.6% | -28.5% | +40.1% | +8.3% |
| 6M | -15.2% | -15.7% | +0.6% | -17.9% |
| All | -15.2% | -13.9% | -1.3% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling