+306.2%
COF vs DPZ
+5,462.3%
-5,156.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.2% |
| 7D | -3.4% | +2.2% | -5.6% | -4.2% |
| 30D | +0.4% | +15.5% | -15.1% | -5.0% |
| 3M | -12.5% | -2.0% | -10.5% | -12.3% |
| 6M | +8.3% | +12.1% | -3.8% | +2.8% |
| YTD | -18.6% | -16.6% | -2.0% | -14.5% |
| 1Y | -8.6% | -14.6% | +6.0% | -5.0% |
| 3Y | +94.7% | -4.1% | +98.8% | +89.1% |
| 5Y | +35.3% | -28.3% | +63.6% | +43.0% |
| 10Y | +185.1% | +141.3% | +43.9% | +64.0% |
| All | +306.2% | +5,462.3% | -5,156.1% | -49.0% |
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 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