+489.2%
DPZ vs AR
-27.2%
+516.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -2.5% | +2.5% | -5.0% | -2.6% |
| 30D | -7.0% | +14.8% | -21.8% | -7.3% |
| 3M | +11.6% | +6.2% | +5.4% | +11.4% |
| 6M | -15.2% | +4.3% | -19.5% | -15.3% |
| YTD | -17.2% | +14.4% | -31.6% | -17.6% |
| 1Y | -24.8% | +21.3% | -46.2% | -25.3% |
| 3Y | -8.7% | +39.8% | -48.5% | -9.8% |
| 5Y | -28.9% | +142.1% | -171.0% | -30.2% |
| 10Y | +153.6% | +52.0% | +101.6% | +157.5% |
| All | +489.2% | -27.2% | +516.4% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling