+124.0%
DPZ vs COO
+41.2%
+82.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.6% |
| 7D | +6.6% | +4.7% | +1.8% | +5.2% |
| 30D | +10.3% | +13.9% | -3.6% | +6.3% |
| 3M | -6.2% | -14.9% | +8.8% | -2.1% |
| 6M | +4.2% | +2.0% | +2.2% | +3.2% |
| YTD | -18.4% | -23.9% | +5.5% | -12.5% |
| 1Y | -14.9% | -9.6% | -5.3% | -13.3% |
| 3Y | -4.6% | -25.4% | +20.8% | -0.3% |
| 5Y | -27.4% | -41.2% | +13.8% | -20.0% |
| All | +124.0% | +41.2% | +82.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling