+34.1%
COP vs DPZ
-4.7%
+38.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -1.0% | +1.4% |
| 7D | +4.4% | +2.2% | +2.2% | +4.2% |
| 30D | 0.0% | +15.5% | -15.5% | -1.3% |
| 3M | +15.0% | -2.0% | +17.0% | +15.2% |
| 6M | +22.0% | +12.1% | +9.9% | +20.2% |
| YTD | +55.3% | -16.6% | +71.9% | +58.7% |
| 1Y | +64.1% | -14.6% | +78.7% | +67.1% |
| 3Y | +34.1% | -4.1% | +38.2% | +38.8% |
| All | +34.1% | -4.7% | +38.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling