+52.4%
COP vs DPZ
-26.3%
+78.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +0.6% |
| 7D | -0.8% | -1.5% | +0.6% | -0.8% |
| 30D | +15.6% | -4.4% | +20.0% | +15.6% |
| 3M | +14.3% | +7.6% | +6.7% | +13.9% |
| 6M | +17.0% | -16.9% | +33.9% | +19.3% |
| YTD | +47.4% | -18.6% | +66.1% | +50.0% |
| 1Y | +52.4% | -26.7% | +79.1% | +54.8% |
| All | +52.4% | -26.3% | +78.7% | +54.8% |
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