+124.0%
COST vs DPZ
-28.4%
+152.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +3.9% | -3.5% | +7.5% | +4.9% |
| 30D | +13.5% | +5.7% | +7.8% | +11.9% |
| 3M | +15.3% | -7.5% | +22.8% | +17.4% |
| 6M | +9.2% | +6.2% | +2.9% | +7.0% |
| YTD | +26.9% | -19.8% | +46.7% | +32.9% |
| 1Y | +19.7% | -18.0% | +37.7% | +24.6% |
| 3Y | +96.0% | -8.8% | +104.8% | +93.1% |
| 5Y | +124.0% | -30.2% | +154.2% | +147.7% |
| All | +124.0% | -28.4% | +152.5% | +147.7% |
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