+717.0%
NVT vs DPZ
+56.6%
+660.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | +5.1% | -2.5% | +7.6% | +5.6% |
| 30D | -3.7% | -7.0% | +3.3% | -2.4% |
| 3M | -10.1% | +11.6% | -21.7% | -13.1% |
| 6M | +37.5% | -15.2% | +52.6% | +41.4% |
| YTD | +53.7% | -17.2% | +71.0% | +58.8% |
| 1Y | +70.9% | -24.8% | +95.7% | +80.6% |
| 3Y | +180.4% | -8.7% | +189.1% | +179.1% |
| 5Y | +393.5% | -28.9% | +422.4% | +410.7% |
| All | +717.0% | +56.6% | +660.4% | +534.1% |
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