-2.8%
DPZ vs AR
+24.4%
-27.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.3% | +11.7% | +5.8% |
| 7D | +10.1% | -11.1% | +21.2% | +10.9% |
| 30D | +14.6% | +7.9% | +6.7% | +13.8% |
| 3M | -6.8% | +4.9% | -11.6% | -7.3% |
| 6M | +4.4% | -5.3% | +9.7% | +4.5% |
| YTD | -16.8% | +8.6% | -25.5% | -18.0% |
| 1Y | -14.5% | +13.7% | -28.1% | -16.1% |
| All | -2.8% | +24.4% | -27.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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