+228.9%
ARM vs DPZ
-3.1%
+232.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.2% |
| 7D | -15.2% | +6.6% | -21.8% | -16.6% |
| 30D | -40.7% | +10.3% | -51.0% | -42.3% |
| 3M | -39.1% | -6.2% | -32.9% | -38.2% |
| 6M | -26.4% | +4.2% | -30.7% | -28.9% |
| YTD | +59.7% | -18.4% | +78.1% | +72.2% |
| 1Y | +10.3% | -14.9% | +25.3% | +15.6% |
| 3Y | +228.9% | -4.6% | +233.5% | +248.1% |
| All | +228.9% | -3.1% | +232.0% | +248.1% |
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