+48.6%
ARES vs DPZ
-7.0%
+55.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -1.7% | -2.5% | +0.9% | -0.9% |
| 30D | +0.3% | -7.0% | +7.2% | +2.3% |
| 3M | +8.5% | +11.6% | -3.1% | +4.9% |
| 6M | +23.5% | -15.2% | +38.6% | +29.1% |
| YTD | -11.2% | -17.2% | +6.0% | -6.6% |
| 1Y | -19.3% | -24.8% | +5.6% | -12.6% |
| All | +48.6% | -7.0% | +55.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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