+181.4%
COR vs DPZ
-27.1%
+208.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.5% |
| 7D | +0.8% | +6.6% | -5.7% | 0.0% |
| 30D | +5.1% | +10.3% | -5.1% | +3.8% |
| 3M | +2.8% | -6.2% | +9.0% | +3.5% |
| 6M | +32.5% | +4.2% | +28.3% | +31.5% |
| YTD | -0.7% | -18.4% | +17.7% | +1.1% |
| 1Y | -6.7% | -14.9% | +8.2% | -5.5% |
| 3Y | +73.7% | -4.6% | +78.4% | +71.8% |
| All | +181.4% | -27.1% | +208.5% | +176.2% |
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