+3,938.4%
COR vs DPZ
+5,339.6%
-1,401.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.3% | +3.7% | -1.3% | +1.7% |
| 30D | +6.8% | +8.0% | -1.3% | +5.3% |
| 3M | +8.1% | -4.2% | +12.3% | +8.8% |
| 6M | +33.0% | +4.6% | +28.4% | +31.5% |
| YTD | +3.0% | -18.4% | +21.4% | +6.0% |
| 1Y | -3.4% | -16.8% | +13.4% | -1.0% |
| 3Y | +80.1% | -5.0% | +85.2% | +78.0% |
| 5Y | +194.7% | -27.8% | +222.5% | +200.9% |
| 10Y | +512.3% | +121.1% | +391.2% | +393.5% |
| All | +3,938.4% | +5,339.6% | -1,401.1% | +1,559.2% |
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 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