+17.2%
ARM vs DPZ
-17.6%
+34.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -3.0% |
| 7D | -10.4% | +2.2% | -12.5% | -9.7% |
| 30D | -31.8% | +6.7% | -38.5% | -30.4% |
| 3M | -32.2% | -4.5% | -27.7% | -31.9% |
| 6M | -14.9% | +3.3% | -18.2% | -13.2% |
| YTD | +66.0% | -19.4% | +85.5% | +66.8% |
| 1Y | +17.2% | -17.3% | +34.5% | +19.4% |
| All | +17.2% | -17.6% | +34.8% | +19.4% |
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