-27.6%
NCLH vs DPZ
+786.6%
-814.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.2% |
| 7D | +0.2% | +2.2% | -2.0% | -0.4% |
| 30D | +20.8% | +15.5% | +5.3% | +16.3% |
| 3M | -8.1% | -2.0% | -6.1% | -7.8% |
| 6M | +11.8% | +12.1% | -0.3% | +8.4% |
| YTD | -19.5% | -16.6% | -3.0% | -16.2% |
| 1Y | -3.2% | -14.6% | +11.3% | +0.2% |
| 3Y | +37.1% | -4.1% | +41.2% | +38.0% |
| 5Y | -29.9% | -28.3% | -1.6% | -27.3% |
| 10Y | -53.3% | +141.3% | -194.5% | -66.4% |
| All | -27.6% | +786.6% | -814.1% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling