+1,121.7%
ARES vs DPZ
+438.8%
+683.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.7% |
| 7D | +4.5% | +6.6% | -2.0% | +3.0% |
| 30D | +15.7% | +10.3% | +5.5% | +13.0% |
| 3M | -2.0% | -6.2% | +4.2% | -0.6% |
| 6M | +10.4% | +4.2% | +6.2% | +8.9% |
| YTD | -14.2% | -18.4% | +4.2% | -10.6% |
| 1Y | -7.8% | -14.9% | +7.2% | -4.9% |
| 3Y | +41.4% | -4.6% | +46.0% | +41.0% |
| 5Y | +83.7% | -27.4% | +111.1% | +89.6% |
| 10Y | +1,204.1% | +125.9% | +1,078.2% | +1,056.0% |
| All | +1,121.7% | +438.8% | +683.0% | +872.4% |
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