+492.1%
DPZ vs AR
-30.9%
+523.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.3% | +11.7% | +5.6% |
| 7D | +10.1% | -11.1% | +21.2% | +10.4% |
| 30D | +14.6% | +7.9% | +6.7% | +14.4% |
| 3M | -6.8% | +4.9% | -11.6% | -6.9% |
| 6M | +4.4% | -5.3% | +9.7% | +4.4% |
| YTD | -16.8% | +8.6% | -25.5% | -17.1% |
| 1Y | -14.5% | +13.7% | -28.1% | -14.9% |
| 3Y | -1.1% | +22.8% | -23.9% | -2.1% |
| 5Y | -28.0% | +82.0% | -109.9% | -29.1% |
| 10Y | +130.2% | +51.8% | +78.4% | +133.6% |
| All | +492.1% | -30.9% | +523.0% | +517.8% |
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