-30.1%
NVTS vs DPZ
-20.9%
-9.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -8.9% | -7.4% |
| 7D | +3.9% | +2.2% | +1.7% | +2.9% |
| 30D | -4.3% | +15.5% | -19.8% | -10.3% |
| 3M | -34.5% | -2.0% | -32.5% | -34.7% |
| 6M | -57.7% | +12.1% | -69.9% | -61.6% |
| YTD | +25.4% | -16.6% | +41.9% | +32.8% |
| 1Y | +13.1% | -14.6% | +27.7% | +17.3% |
| 3Y | +48.9% | -4.1% | +53.1% | +38.2% |
| 5Y | -51.8% | -28.3% | -23.5% | -41.1% |
| All | -30.1% | -20.9% | -9.2% | -15.7% |
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