-14.5%
DPZ vs NYT
+16.5%
-31.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.6% |
| 7D | +10.1% | -3.9% | +14.0% | +10.7% |
| 30D | +14.6% | +4.3% | +10.3% | +13.9% |
| 3M | -6.8% | -11.7% | +5.0% | -5.3% |
| 6M | +4.4% | -14.4% | +18.8% | +5.4% |
| YTD | -16.8% | -3.0% | -13.8% | -17.3% |
| 1Y | -14.5% | +16.5% | -31.0% | -19.8% |
| All | -14.5% | +16.5% | -31.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling