-25.8%
DPZ vs AR
+75.2%
-101.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | +9.5% | -11.7% | +21.2% | +10.5% |
| 30D | +12.8% | +1.8% | +10.9% | +12.4% |
| 3M | -6.2% | +6.0% | -12.2% | -6.9% |
| 6M | +4.3% | -7.0% | +11.3% | +4.6% |
| YTD | -16.6% | +5.6% | -22.2% | -17.6% |
| 1Y | -12.8% | +10.8% | -23.6% | -14.3% |
| 3Y | -0.8% | +19.3% | -20.2% | -4.5% |
| 5Y | -25.8% | +73.3% | -99.1% | -33.1% |
| All | -25.8% | +75.2% | -101.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling