+5,666.8%
DPZ vs COO
+350.2%
+5,316.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +9.5% | +5.3% | +4.2% | +7.7% |
| 30D | +12.8% | +12.5% | +0.3% | +8.6% |
| 3M | -6.2% | -15.1% | +8.9% | -1.6% |
| 6M | +4.3% | +3.7% | +0.6% | +2.4% |
| YTD | -16.6% | -22.5% | +5.9% | -10.3% |
| 1Y | -12.8% | -7.8% | -5.0% | -11.6% |
| 3Y | -0.8% | -24.1% | +23.3% | +3.9% |
| 5Y | -25.8% | -40.1% | +14.3% | -17.2% |
| 10Y | +130.9% | +44.7% | +86.2% | +81.5% |
| All | +5,666.8% | +350.2% | +5,316.6% | +1,961.9% |
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 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