-51.3%
NVO vs DPZ
-12.8%
-38.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.8% | -0.7% |
| 7D | -4.7% | -7.3% | +2.5% | -3.7% |
| 30D | -5.4% | -7.6% | +2.1% | -4.4% |
| 3M | +7.0% | +1.8% | +5.2% | +6.6% |
| 6M | +17.6% | -21.8% | +39.4% | +21.7% |
| YTD | -8.0% | -22.0% | +14.0% | -4.7% |
| 1Y | -13.8% | -28.6% | +14.8% | -9.3% |
| All | -51.3% | -12.8% | -38.4% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling