+113.0%
COP vs DPZ
-27.1%
+140.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.8% |
| 7D | -11.5% | +6.6% | -18.1% | -12.2% |
| 30D | +5.0% | +10.3% | -5.3% | +3.6% |
| 3M | +17.5% | -6.2% | +23.6% | +18.2% |
| 6M | +16.2% | +4.2% | +12.0% | +15.1% |
| YTD | +48.8% | -18.4% | +67.2% | +52.3% |
| 1Y | +64.1% | -14.9% | +79.0% | +66.9% |
| 3Y | +25.7% | -4.6% | +30.3% | +24.6% |
| All | +113.0% | -27.1% | +140.1% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling