+124.0%
DPZ vs ARMK
+123.7%
+0.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.6% | -2.9% |
| 7D | +6.6% | -2.6% | +9.2% | +6.9% |
| 30D | +10.3% | -5.2% | +15.5% | +11.1% |
| 3M | -6.2% | -6.5% | +0.3% | -5.3% |
| 6M | +4.2% | +15.3% | -11.0% | +1.3% |
| YTD | -18.4% | +43.6% | -62.0% | -23.8% |
| 1Y | -14.9% | +42.1% | -57.0% | -20.4% |
| 3Y | -4.6% | +94.0% | -98.6% | -15.5% |
| 5Y | -27.4% | +96.3% | -123.7% | -36.5% |
| All | +124.0% | +123.7% | +0.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling