+4.4%
DPZ vs AR
-4.3%
+8.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.3% | +11.7% | +5.3% |
| 7D | +10.1% | -11.1% | +21.2% | +10.2% |
| 30D | +14.6% | +7.9% | +6.7% | +13.4% |
| 3M | -6.8% | +4.9% | -11.6% | -7.1% |
| 6M | +4.4% | -5.3% | +9.7% | +5.0% |
| All | +4.4% | -4.3% | +8.7% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling