-4.6%
DPZ vs NYT
+69.0%
-73.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.4% | -2.9% |
| 7D | +6.6% | -2.6% | +9.1% | +7.0% |
| 30D | +10.3% | +5.3% | +5.0% | +9.2% |
| 3M | -6.2% | +5.9% | -12.1% | -7.4% |
| 6M | +4.2% | -17.8% | +22.0% | +7.5% |
| YTD | -18.4% | -0.3% | -18.1% | -19.4% |
| 1Y | -14.9% | +15.4% | -30.3% | -18.8% |
| 3Y | -4.6% | +70.8% | -75.5% | -17.0% |
| All | -4.6% | +69.0% | -73.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling