-40.7%
NCLH vs DPZ
-34.0%
-6.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -6.5% | -8.6% | +2.0% | -2.9% |
| 30D | -22.1% | -11.2% | -10.9% | -18.0% |
| 3M | -18.7% | +1.4% | -20.1% | -19.4% |
| 6M | -28.4% | -19.9% | -8.5% | -21.6% |
| YTD | -34.7% | -23.0% | -11.7% | -27.4% |
| 1Y | -42.7% | -28.2% | -14.5% | -34.4% |
| 3Y | -10.6% | -14.2% | +3.6% | -7.1% |
| 5Y | -40.7% | -33.4% | -7.3% | -38.7% |
| All | -40.7% | -34.0% | -6.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling