+5,666.8%
DPZ vs ARWR
-10.9%
+5,677.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.6% |
| 7D | +9.5% | -5.0% | +14.5% | +9.8% |
| 30D | +12.8% | -6.6% | +19.4% | +13.1% |
| 3M | -6.2% | -33.9% | +27.6% | -4.5% |
| 6M | +4.3% | -23.3% | +27.6% | +5.2% |
| YTD | -16.6% | -13.5% | -3.2% | -16.5% |
| 1Y | -12.8% | +42.5% | -55.4% | -15.0% |
| 3Y | -0.8% | +104.1% | -105.0% | -7.0% |
| 5Y | -25.8% | -28.8% | +3.0% | -28.2% |
| 10Y | +130.9% | +911.6% | -780.7% | +90.7% |
| All | +5,666.8% | -10.9% | +5,677.7% | +4,440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling