-37.9%
NCLH vs DPZ
+764.9%
-802.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | -20.1% | -4.4% | -15.6% | -19.1% |
| 3M | -17.0% | +7.6% | -24.7% | -18.6% |
| 6M | -23.2% | -16.9% | -6.3% | -19.8% |
| YTD | -31.0% | -18.6% | -12.4% | -27.7% |
| 1Y | -37.3% | -26.7% | -10.6% | -32.5% |
| 3Y | -5.6% | -9.3% | +3.7% | -3.7% |
| 5Y | -37.0% | -31.0% | -6.0% | -34.1% |
| 10Y | -55.3% | +152.4% | -207.6% | -68.6% |
| All | -37.9% | +764.9% | -802.8% | -68.2% |
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