+3,765.5%
COR vs DPZ
+5,417.8%
-1,652.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.6% |
| 7D | +2.8% | -2.5% | +5.3% | +3.2% |
| 30D | +4.5% | -7.0% | +11.5% | +5.8% |
| 3M | +22.7% | +11.6% | +11.1% | +20.1% |
| 6M | -9.7% | -15.2% | +5.4% | -7.5% |
| YTD | -1.4% | -17.2% | +15.8% | +1.3% |
| 1Y | +13.9% | -24.8% | +38.8% | +18.9% |
| 3Y | +94.0% | -8.7% | +102.6% | +92.9% |
| 5Y | +184.0% | -28.9% | +212.9% | +190.7% |
| 10Y | +406.8% | +153.6% | +253.1% | +298.4% |
| All | +3,765.5% | +5,417.8% | -1,652.3% | +1,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling