-25.8%
DPZ vs COO
-39.4%
+13.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +9.5% | +5.3% | +4.2% | +7.9% |
| 30D | +12.8% | +12.5% | +0.3% | +9.0% |
| 3M | -6.2% | -15.1% | +8.9% | -2.0% |
| 6M | +4.3% | +3.7% | +0.6% | +2.8% |
| YTD | -16.6% | -22.5% | +5.9% | -11.0% |
| 1Y | -12.8% | -7.8% | -5.0% | -11.7% |
| 3Y | -0.8% | -24.1% | +23.3% | +2.2% |
| 5Y | -25.8% | -40.1% | +14.3% | -20.0% |
| All | -25.8% | -39.4% | +13.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling