-7.8%
NVTS vs DPZ
-21.5%
+13.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.1% |
| 7D | +2.7% | -2.5% | +5.2% | +3.8% |
| 30D | -4.5% | -7.0% | +2.5% | -1.9% |
| 3M | -61.5% | +11.6% | -73.1% | -64.6% |
| 6M | +28.0% | -15.2% | +43.2% | +35.9% |
| YTD | +65.3% | -17.2% | +82.5% | +76.9% |
| 1Y | +113.0% | -24.8% | +137.8% | +141.6% |
| 3Y | +34.7% | -8.7% | +43.4% | +30.0% |
| All | -7.8% | -21.5% | +13.7% | +12.4% |
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