+219.8%
ARM vs DPZ
-13.1%
+232.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.5% | +12.2% |
| 7D | +6.0% | -3.5% | +9.6% | +6.9% |
| 30D | -20.3% | +5.7% | -26.0% | -21.8% |
| 3M | -24.4% | -7.5% | -16.9% | -23.0% |
| 6M | -4.4% | +6.2% | -10.6% | -8.7% |
| YTD | +86.0% | -19.8% | +105.8% | +101.2% |
| 1Y | +35.8% | -18.0% | +53.8% | +44.4% |
| 3Y | +289.1% | -8.8% | +297.8% | +282.8% |
| All | +219.8% | -13.1% | +232.9% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling