-25.8%
DPZ vs ARWR
-29.8%
+4.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +1.0% |
| 7D | +9.5% | -5.0% | +14.5% | +10.1% |
| 30D | +12.8% | -6.6% | +19.4% | +13.6% |
| 3M | -6.2% | -33.9% | +27.6% | -2.3% |
| 6M | +4.3% | -23.3% | +27.6% | +6.3% |
| YTD | -16.6% | -13.5% | -3.2% | -16.6% |
| 1Y | -12.8% | +42.5% | -55.4% | -18.4% |
| 3Y | -0.8% | +104.1% | -105.0% | -17.1% |
| 5Y | -25.8% | -28.8% | +3.0% | -31.4% |
| All | -25.8% | -29.8% | +4.0% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling