-54.9%
NVDL vs DPZ
+11.8%
-66.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -2.1% |
| 7D | -24.8% | +2.2% | -27.0% | -23.4% |
| 30D | -48.0% | +15.5% | -63.5% | -41.9% |
| 3M | -51.5% | -2.0% | -49.5% | -50.5% |
| 6M | -54.9% | +12.1% | -67.1% | -50.5% |
| All | -54.9% | +11.8% | -66.7% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling