-58.0%
NCLH vs DPZ
+141.0%
-199.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | -4.8% | -8.6% | +3.8% | -2.8% |
| 30D | -21.7% | -11.9% | -9.8% | -19.4% |
| 3M | -22.2% | +0.4% | -22.7% | -22.3% |
| 6M | -27.5% | -19.9% | -7.7% | -24.0% |
| YTD | -33.6% | -24.4% | -9.2% | -29.6% |
| 1Y | -45.0% | -30.4% | -14.5% | -40.6% |
| 3Y | -11.0% | -17.4% | +6.3% | -7.2% |
| 5Y | -39.7% | -34.6% | -5.1% | -37.6% |
| All | -58.0% | +141.0% | -199.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling