+340.2%
COP vs DPZ
+143.2%
+197.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.7% |
| 7D | -0.5% | -7.3% | +6.8% | +0.5% |
| 30D | +11.7% | -7.6% | +19.3% | +12.8% |
| 3M | +17.7% | +1.8% | +15.9% | +17.0% |
| 6M | +18.3% | -21.8% | +40.1% | +22.0% |
| YTD | +49.1% | -22.0% | +71.1% | +53.7% |
| 1Y | +53.3% | -28.6% | +81.9% | +60.0% |
| 3Y | +22.2% | -13.1% | +35.2% | +22.6% |
| 5Y | +193.3% | -33.2% | +226.5% | +201.0% |
| 10Y | +340.2% | +147.0% | +193.2% | +263.9% |
| All | +340.2% | +143.2% | +197.1% | +263.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling