+155.0%
DPZ vs ARWR
+1,117.8%
-962.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.5% | +1.7% | -4.2% | -2.7% |
| 30D | -7.0% | -0.7% | -6.3% | -7.0% |
| 3M | +11.6% | +14.9% | -3.3% | +10.2% |
| 6M | -15.2% | +32.6% | -47.8% | -17.4% |
| YTD | -17.2% | +30.0% | -47.3% | -19.4% |
| 1Y | -24.8% | +208.4% | -233.2% | -31.7% |
| 3Y | -8.7% | +208.8% | -217.5% | -19.7% |
| 5Y | -28.9% | +27.8% | -56.7% | -35.4% |
| All | +155.0% | +1,117.8% | -962.7% | +101.4% |
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