+104.4%
COST vs DPZ
-34.0%
+138.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | +0.2% |
| 7D | -2.8% | -7.3% | +4.5% | -0.9% |
| 30D | -5.3% | -7.6% | +2.3% | -3.5% |
| 3M | -6.7% | +1.8% | -8.5% | -7.4% |
| 6M | -9.9% | -21.8% | +11.9% | -4.7% |
| YTD | +5.1% | -22.0% | +27.1% | +11.1% |
| 1Y | -7.3% | -28.6% | +21.3% | +0.2% |
| 3Y | +70.4% | -13.1% | +83.5% | +70.1% |
| 5Y | +104.4% | -33.2% | +137.6% | +131.5% |
| All | +104.4% | -34.0% | +138.4% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling