-29.8%
DPZ vs NYT
+38.9%
-68.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -1.3% | -1.3% | -2.2% |
| 30D | -7.0% | +2.7% | -9.7% | -7.6% |
| 3M | +11.6% | -10.3% | +21.9% | +14.3% |
| 6M | -15.2% | -16.6% | +1.4% | -11.7% |
| YTD | -17.2% | -2.3% | -15.0% | -17.8% |
| 1Y | -24.8% | +15.0% | -39.9% | -28.7% |
| 3Y | -8.7% | +57.1% | -65.8% | -22.4% |
| All | -29.8% | +38.9% | -68.8% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling