+357.3%
COF vs DPZ
+5,417.8%
-5,060.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +1.8% | -2.5% | +4.4% | +2.8% |
| 30D | -0.6% | -7.0% | +6.4% | +1.9% |
| 3M | +20.3% | +11.6% | +8.7% | +14.9% |
| 6M | +13.0% | -15.2% | +28.2% | +18.9% |
| YTD | -8.3% | -17.2% | +8.9% | -3.1% |
| 1Y | -1.5% | -24.8% | +23.4% | +7.7% |
| 3Y | +122.3% | -8.7% | +130.9% | +119.9% |
| 5Y | +52.5% | -28.9% | +81.4% | +61.6% |
| 10Y | +264.9% | +153.6% | +111.2% | +105.2% |
| All | +357.3% | +5,417.8% | -5,060.5% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling