+3,875.0%
COST vs DPZ
+5,324.1%
-1,449.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +2.5% | -2.5% | +5.0% | +3.0% |
| 30D | +14.6% | +12.5% | +2.0% | +11.7% |
| 3M | +15.2% | -5.2% | +20.4% | +16.3% |
| 6M | +7.2% | +8.8% | -1.6% | +4.9% |
| YTD | +27.4% | -18.7% | +46.1% | +32.0% |
| 1Y | +20.2% | -15.7% | +35.9% | +23.6% |
| 3Y | +96.9% | -7.5% | +104.4% | +95.9% |
| 5Y | +122.8% | -30.1% | +152.9% | +131.8% |
| 10Y | +764.3% | +135.3% | +629.0% | +574.7% |
| All | +3,875.0% | +5,324.1% | -1,449.1% | +1,416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling