-57.7%
NVTS vs DPZ
+4.8%
-62.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | 0.0% | +11.3% | +11.2% |
| 7D | +20.8% | +3.7% | +17.1% | +23.8% |
| 30D | -11.1% | +8.0% | -19.2% | -5.0% |
| 3M | -31.0% | -4.2% | -26.8% | -32.6% |
| All | -57.7% | +4.8% | -62.5% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling