+5,542.7%
DPZ vs NVMI
+7,501.5%
-1,958.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -3.2% |
| 7D | +6.6% | +0.3% | +6.3% | +6.4% |
| 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% | +7.7% |
| YTD | -18.4% | -4.6% | -13.8% | -19.9% |
| 1Y | -14.9% | -0.3% | -14.7% | -17.0% |
| 3Y | -4.6% | +214.5% | -219.1% | -18.8% |
| 5Y | -27.4% | +148.5% | -175.9% | -37.5% |
| 10Y | +125.9% | +2,435.9% | -2,310.0% | +56.9% |
| All | +5,542.7% | +7,501.5% | -1,958.7% | +3,206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling