+128.9%
DPZ vs ARMK
+114.2%
+14.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.9% |
| 7D | +9.5% | -10.2% | +19.7% | +11.4% |
| 30D | +12.8% | -9.3% | +22.1% | +14.5% |
| 3M | -6.2% | -11.4% | +5.2% | -4.5% |
| 6M | +4.3% | +11.6% | -7.4% | +1.8% |
| YTD | -16.6% | +37.5% | -54.1% | -21.5% |
| 1Y | -12.8% | +34.9% | -47.7% | -17.7% |
| 3Y | -0.8% | +83.4% | -84.3% | -11.3% |
| 5Y | -25.8% | +87.9% | -113.7% | -34.6% |
| All | +128.9% | +114.2% | +14.7% | +87.8% |
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