+3,926.0%
COST vs DPZ
+5,462.3%
-1,536.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.7% |
| 7D | +5.0% | +2.2% | +2.8% | +4.5% |
| 30D | +12.8% | +15.5% | -2.7% | +9.4% |
| 3M | +15.2% | -2.0% | +17.2% | +15.5% |
| 6M | +7.4% | +12.1% | -4.7% | +4.4% |
| YTD | +29.0% | -16.6% | +45.6% | +33.0% |
| 1Y | +20.3% | -14.6% | +34.9% | +23.3% |
| 3Y | +99.0% | -4.1% | +103.1% | +96.6% |
| 5Y | +125.7% | -28.3% | +154.0% | +133.6% |
| 10Y | +775.3% | +141.3% | +634.1% | +579.8% |
| All | +3,926.0% | +5,462.3% | -1,536.3% | +1,427.7% |
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 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