-24.1%
NCLH vs DPZ
+752.5%
-776.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.2% | -3.5% | +4.7% | +2.1% |
| 30D | +22.6% | +5.7% | +16.9% | +20.8% |
| 3M | +0.6% | -7.5% | +8.1% | +2.6% |
| 6M | +13.5% | +6.2% | +7.3% | +11.6% |
| YTD | -15.7% | -19.8% | +4.1% | -11.3% |
| 1Y | 0.0% | -18.0% | +18.0% | +4.7% |
| 3Y | +42.8% | -8.8% | +51.6% | +45.5% |
| 5Y | -28.4% | -30.2% | +1.8% | -25.1% |
| 10Y | -51.0% | +132.0% | -183.0% | -64.4% |
| All | -24.1% | +752.5% | -776.6% | -61.0% |
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