+606.1%
COST vs DPZ
+141.0%
+465.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -1.2% | -8.6% | +7.4% | +0.7% |
| 30D | -4.7% | -11.9% | +7.2% | -2.2% |
| 3M | -7.1% | +0.4% | -7.5% | -7.5% |
| 6M | -8.5% | -19.9% | +11.3% | -4.6% |
| YTD | +5.4% | -24.4% | +29.8% | +11.0% |
| 1Y | -5.6% | -30.4% | +24.8% | +1.1% |
| 3Y | +68.5% | -17.4% | +85.8% | +71.6% |
| 5Y | +105.2% | -34.6% | +139.8% | +115.5% |
| All | +606.1% | +141.0% | +465.1% | +505.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling