+296.4%
ARM vs DPZ
-10.3%
+306.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.5% |
| 7D | +5.5% | -2.5% | +8.0% | +6.3% |
| 30D | -8.2% | -7.0% | -1.2% | -6.2% |
| 3M | -35.9% | +11.6% | -47.5% | -39.7% |
| 6M | +103.1% | -15.2% | +118.3% | +116.5% |
| YTD | +130.6% | -17.2% | +147.9% | +148.2% |
| 1Y | +86.1% | -24.8% | +110.9% | +110.2% |
| All | +296.4% | -10.3% | +306.7% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling