-6.3%
NVTS vs DPZ
-22.8%
+16.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | +9.7% | -1.5% | +11.1% | +10.3% |
| 30D | -13.6% | -4.4% | -9.2% | -12.3% |
| 3M | -51.0% | +7.6% | -58.6% | -54.0% |
| 6M | +46.3% | -16.9% | +63.3% | +57.1% |
| YTD | +68.1% | -18.6% | +86.7% | +81.2% |
| 1Y | +113.9% | -26.7% | +140.6% | +145.7% |
| 3Y | +45.3% | -9.3% | +54.6% | +40.3% |
| All | -6.3% | -22.8% | +16.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling