+60.7%
COP vs DPZ
-14.7%
+75.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.4% | -10.6% | -5.0% |
| 7D | -8.1% | +10.1% | -18.2% | -7.9% |
| 30D | +6.7% | +14.6% | -8.0% | +6.8% |
| 3M | +16.9% | -6.8% | +23.6% | +17.3% |
| 6M | +11.2% | +4.4% | +6.8% | +11.3% |
| YTD | +49.5% | -16.8% | +66.3% | +53.7% |
| 1Y | +60.7% | -14.5% | +75.1% | +64.3% |
| All | +60.7% | -14.7% | +75.4% | +64.3% |
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