+5,622.1%
DPZ vs COO
+393.3%
+5,228.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | -2.5% | -2.2% | -0.3% | -1.8% |
| 30D | -7.0% | -7.0% | +0.1% | -4.8% |
| 3M | +11.6% | +12.2% | -0.6% | +7.4% |
| 6M | -15.2% | -15.1% | -0.1% | -10.9% |
| YTD | -17.2% | -15.1% | -2.2% | -13.1% |
| 1Y | -24.8% | +2.3% | -27.2% | -26.0% |
| 3Y | -8.7% | -23.7% | +15.0% | -4.0% |
| 5Y | -28.9% | -38.9% | +10.0% | -20.8% |
| 10Y | +153.6% | +49.9% | +103.7% | +98.2% |
| All | +5,622.1% | +393.3% | +5,228.8% | +1,896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling