+86.1%
ARM vs DPZ
-25.6%
+111.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +3.5% |
| 7D | +5.5% | -2.5% | +8.0% | +4.9% |
| 30D | -8.2% | -7.0% | -1.2% | -9.0% |
| 3M | -35.9% | +11.6% | -47.5% | -34.7% |
| 6M | +103.1% | -15.2% | +118.3% | +102.9% |
| YTD | +130.6% | -17.2% | +147.9% | +126.2% |
| 1Y | +86.1% | -24.8% | +110.9% | +80.4% |
| All | +86.1% | -25.6% | +111.6% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling