+476.2%
DPZ vs ARMK
+299.4%
+176.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | +9.5% | -10.2% | +19.7% | +11.6% |
| 30D | +12.8% | -9.3% | +22.1% | +14.7% |
| 3M | -6.2% | -11.4% | +5.2% | -4.3% |
| 6M | +4.3% | +11.6% | -7.4% | +1.6% |
| YTD | -16.6% | +37.5% | -54.1% | -22.0% |
| 1Y | -12.8% | +34.9% | -47.7% | -18.2% |
| 3Y | -0.8% | +83.4% | -84.3% | -12.5% |
| 5Y | -25.8% | +87.9% | -113.7% | -35.5% |
| 10Y | +130.9% | +117.0% | +13.9% | +84.0% |
| All | +476.2% | +299.4% | +176.8% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling