+199.6%
ARM vs DPZ
-9.6%
+209.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.2% | -5.2% |
| 7D | +9.1% | +2.2% | +6.9% | +8.5% |
| 30D | -19.9% | +15.5% | -35.4% | -23.2% |
| 3M | -31.6% | -2.0% | -29.6% | -31.5% |
| 6M | -13.9% | +12.1% | -26.0% | -19.1% |
| YTD | +74.3% | -16.6% | +90.9% | +86.7% |
| 1Y | +35.8% | -14.6% | +50.4% | +43.0% |
| 3Y | +268.6% | -4.1% | +272.7% | +257.1% |
| All | +199.6% | -9.6% | +209.2% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling