-9.1%
NVTS vs DPZ
-28.3%
+19.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | -1.4% | -8.6% | +7.2% | +2.5% |
| 30D | -16.5% | -11.9% | -4.6% | -12.2% |
| 3M | -47.6% | +0.4% | -48.0% | -49.3% |
| 6M | +7.3% | -19.9% | +27.2% | +16.6% |
| YTD | +62.9% | -24.4% | +87.3% | +81.4% |
| 1Y | +91.3% | -30.4% | +121.7% | +123.6% |
| 3Y | +43.4% | -17.4% | +60.8% | +45.1% |
| All | -9.1% | -28.3% | +19.2% | +15.2% |
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