+5,622.1%
DPZ vs NVMI
+8,931.6%
-3,309.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.2% |
| 7D | -2.5% | +6.6% | -9.1% | -3.1% |
| 30D | -7.0% | -7.5% | +0.6% | -6.5% |
| 3M | +11.6% | -28.5% | +40.1% | +14.0% |
| 6M | -15.2% | -15.7% | +0.6% | -15.1% |
| YTD | -17.2% | +13.3% | -30.6% | -19.7% |
| 1Y | -24.8% | +48.3% | -73.1% | -29.3% |
| 3Y | -8.7% | +191.2% | -199.9% | -21.4% |
| 5Y | -28.9% | +268.7% | -297.6% | -40.7% |
| 10Y | +153.6% | +3,034.8% | -2,881.2% | +73.7% |
| All | +5,622.1% | +8,931.6% | -3,309.4% | +3,214.7% |
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