+155.0%
DPZ vs ARMK
+131.6%
+23.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.5% | -2.4% | -0.1% | -2.1% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +11.6% | +6.7% | +4.9% | +10.3% |
| 6M | -15.2% | +38.8% | -54.0% | -20.0% |
| YTD | -17.2% | +55.2% | -72.4% | -23.6% |
| 1Y | -24.8% | +46.6% | -71.5% | -30.0% |
| 3Y | -8.7% | +112.9% | -121.6% | -20.2% |
| 5Y | -28.9% | +144.0% | -172.9% | -39.6% |
| All | +155.0% | +131.6% | +23.5% | +111.9% |
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