+5,622.1%
DPZ vs NYT
+101.5%
+5,520.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | +11.6% | -10.3% | +21.9% | +14.4% |
| 6M | -15.2% | -16.6% | +1.4% | -11.6% |
| YTD | -17.2% | -2.3% | -15.0% | -17.6% |
| 1Y | -24.8% | +15.0% | -39.9% | -28.4% |
| 3Y | -8.7% | +57.1% | -65.8% | -21.2% |
| 5Y | -28.9% | +37.2% | -66.1% | -37.8% |
| 10Y | +153.6% | +464.3% | -310.7% | +37.6% |
| All | +5,622.1% | +101.5% | +5,520.6% | +3,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling