+82.7%
ARES vs DPZ
-27.1%
+109.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +1.0% |
| 7D | +4.5% | +6.6% | -2.0% | +2.1% |
| 30D | +15.7% | +10.3% | +5.5% | +11.6% |
| 3M | -2.0% | -6.2% | +4.2% | +0.1% |
| 6M | +10.4% | +4.2% | +6.2% | +8.0% |
| YTD | -14.2% | -18.4% | +4.2% | -8.3% |
| 1Y | -7.8% | -14.9% | +7.2% | -3.2% |
| 3Y | +41.4% | -4.6% | +46.0% | +37.0% |
| All | +82.7% | -27.1% | +109.8% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling