+4.2%
DPZ vs NVMI
-41.5%
+45.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | +0.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.9% |
| 30D | +10.3% | -17.1% | +27.4% | +7.0% |
| 3M | -6.2% | -17.9% | +11.7% | -8.7% |
| 6M | +4.2% | -41.4% | +45.7% | -2.3% |
| All | +4.2% | -41.5% | +45.7% | -2.3% |
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