-5.9%
COF vs DPZ
-29.1%
+23.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -6.1% | -8.6% | +2.5% | -4.6% |
| 30D | -5.2% | -11.2% | +6.0% | -3.3% |
| 3M | +17.0% | +1.4% | +15.6% | +17.0% |
| 6M | +12.9% | -19.9% | +32.8% | +14.5% |
| YTD | -13.5% | -23.0% | +9.5% | -11.5% |
| 1Y | -5.9% | -28.2% | +22.4% | -4.0% |
| All | -5.9% | -29.1% | +23.2% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling