+1,164.6%
ARES vs DPZ
+446.4%
+718.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.7% | -2.5% | +0.9% | -1.1% |
| 30D | +0.3% | -7.0% | +7.2% | +1.9% |
| 3M | +8.5% | +11.6% | -3.1% | +5.4% |
| 6M | +23.5% | -15.2% | +38.6% | +27.8% |
| YTD | -11.2% | -17.2% | +6.0% | -7.7% |
| 1Y | -19.3% | -24.8% | +5.6% | -14.2% |
| 3Y | +48.7% | -8.7% | +57.3% | +49.6% |
| 5Y | +106.5% | -28.9% | +135.4% | +113.5% |
| 10Y | +1,055.3% | +153.6% | +901.7% | +905.2% |
| All | +1,164.6% | +446.4% | +718.3% | +903.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling