+147.0%
DPZ vs NYT
+465.6%
-318.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.8% |
| 7D | -7.3% | -1.6% | -5.7% | -7.0% |
| 30D | -7.6% | +2.8% | -10.4% | -8.1% |
| 3M | +1.8% | -9.2% | +11.0% | +3.4% |
| 6M | -21.8% | -17.1% | -4.7% | -19.4% |
| YTD | -22.0% | -3.2% | -18.8% | -22.1% |
| 1Y | -28.6% | +15.7% | -44.3% | -31.1% |
| 3Y | -13.1% | +55.7% | -68.8% | -21.5% |
| 5Y | -33.2% | +39.4% | -72.6% | -40.1% |
| 10Y | +147.0% | +485.6% | -338.5% | +98.7% |
| All | +147.0% | +465.6% | -318.6% | +98.7% |
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