+11.9%
COST vs DPZ
-14.7%
+26.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.8% | +1.5% |
| 7D | +6.6% | +10.1% | -3.5% | +4.5% |
| 30D | +13.5% | +14.6% | -1.1% | +10.2% |
| 3M | +10.6% | -6.8% | +17.3% | +11.6% |
| 6M | +3.6% | +4.4% | -0.7% | +2.3% |
| YTD | +22.1% | -16.8% | +38.9% | +23.8% |
| 1Y | +11.9% | -14.5% | +26.4% | +12.2% |
| All | +11.9% | -14.7% | +26.6% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling