+129.4%
NVT vs DPZ
-4.7%
+134.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.7% |
| 7D | +8.0% | +2.2% | +5.7% | +8.0% |
| 30D | -24.8% | +15.5% | -40.3% | -25.2% |
| 3M | -32.4% | -2.0% | -30.4% | -31.9% |
| 6M | -33.5% | +12.1% | -45.6% | -34.6% |
| YTD | +13.2% | -16.6% | +29.8% | +18.8% |
| 1Y | +9.0% | -14.6% | +23.5% | +13.3% |
| 3Y | +129.4% | -4.1% | +133.5% | +130.3% |
| All | +129.4% | -4.7% | +134.1% | +130.3% |
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