+298.3%
COP vs DPZ
+125.0%
+173.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -8.4% | +3.7% | -12.1% | -8.9% |
| 30D | +0.3% | +8.0% | -7.7% | -0.9% |
| 3M | +15.1% | -4.2% | +19.3% | +15.5% |
| 6M | +19.8% | +4.6% | +15.2% | +18.4% |
| YTD | +46.8% | -18.4% | +65.2% | +50.2% |
| 1Y | +59.7% | -16.8% | +76.5% | +62.9% |
| 3Y | +28.7% | -5.0% | +33.7% | +27.4% |
| 5Y | +110.7% | -27.8% | +138.5% | +113.6% |
| 10Y | +298.3% | +121.1% | +177.2% | +227.6% |
| All | +298.3% | +125.0% | +173.3% | +227.6% |
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