+95.7%
COST vs DPZ
-8.4%
+104.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +3.9% | -3.5% | +7.5% | +4.7% |
| 30D | +13.5% | +5.7% | +7.8% | +12.2% |
| 3M | +15.3% | -7.5% | +22.8% | +17.0% |
| 6M | +9.2% | +6.2% | +2.9% | +7.4% |
| YTD | +26.9% | -19.8% | +46.7% | +31.6% |
| 1Y | +19.7% | -18.0% | +37.7% | +23.5% |
| All | +95.7% | -8.4% | +104.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling