+393.6%
COHR vs DPZ
-34.6%
+428.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | +8.3% | -8.6% | +17.0% | +11.1% |
| 30D | -14.1% | -11.9% | -2.2% | -11.3% |
| 3M | -16.0% | +0.4% | -16.4% | -18.2% |
| 6M | +21.5% | -19.9% | +41.3% | +28.9% |
| YTD | +65.4% | -24.4% | +89.9% | +79.7% |
| 1Y | +195.0% | -30.4% | +225.5% | +231.3% |
| 3Y | +830.2% | -17.4% | +847.5% | +848.3% |
| All | +393.6% | -34.6% | +428.2% | +439.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling