+7,836.4%
NVDA vs DPZ
+140.2%
+7,696.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -3.0% |
| 7D | -12.7% | +2.2% | -15.0% | -13.5% |
| 30D | -26.4% | +15.5% | -41.9% | -30.7% |
| 3M | -27.6% | -2.0% | -25.6% | -27.9% |
| 6M | -27.7% | +12.1% | -39.9% | -32.7% |
| YTD | -12.5% | -16.6% | +4.1% | -8.3% |
| 1Y | -12.6% | -14.6% | +1.9% | -9.8% |
| 3Y | +235.9% | -4.1% | +240.1% | +215.5% |
| 5Y | +438.2% | -28.3% | +466.5% | +472.7% |
| All | +7,836.4% | +140.2% | +7,696.2% | +4,877.0% |
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 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