+124.0%
DPZ vs ARWR
+906.2%
-782.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.2% |
| 7D | +6.6% | -2.9% | +9.5% | +6.8% |
| 30D | +10.3% | -5.4% | +15.7% | +10.7% |
| 3M | -6.2% | -32.2% | +26.1% | -3.7% |
| 6M | +4.2% | -26.5% | +30.8% | +5.9% |
| YTD | -18.4% | -12.4% | -6.0% | -18.4% |
| 1Y | -14.9% | +46.9% | -61.8% | -18.3% |
| 3Y | -4.6% | +116.0% | -120.6% | -14.0% |
| 5Y | -27.4% | -28.0% | +0.6% | -31.6% |
| All | +124.0% | +906.2% | -782.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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