+138.9%
DPZ vs NYT
+528.4%
-389.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | -2.5% | +9.0% | -11.4% | -4.1% |
| 30D | +12.5% | +6.8% | +5.7% | +11.0% |
| 3M | -5.2% | +12.1% | -17.4% | -7.5% |
| 6M | +8.8% | -7.7% | +16.5% | +9.8% |
| YTD | -18.7% | +4.2% | -22.8% | -20.1% |
| 1Y | -15.7% | +14.3% | -30.0% | -18.7% |
| 3Y | -7.5% | +69.8% | -77.3% | -18.1% |
| 5Y | -30.1% | +57.7% | -87.7% | -38.7% |
| All | +138.9% | +528.4% | -389.5% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling