+240.0%
COF vs DPZ
+145.4%
+94.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -6.1% | -8.6% | +2.5% | -4.2% |
| 30D | -5.2% | -11.2% | +6.0% | -2.7% |
| 3M | +17.0% | +1.4% | +15.6% | +16.3% |
| 6M | +12.9% | -19.9% | +32.8% | +18.0% |
| YTD | -13.5% | -23.0% | +9.5% | -9.1% |
| 1Y | -5.9% | -28.2% | +22.4% | +0.5% |
| 3Y | +117.1% | -14.2% | +131.3% | +120.2% |
| 5Y | +45.4% | -33.4% | +78.8% | +51.2% |
| All | +240.0% | +145.4% | +94.6% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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