+124.0%
DPZ vs COPX
+384.5%
-260.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.3% |
| 7D | +6.6% | -1.0% | +7.5% | +6.7% |
| 30D | +10.3% | -14.8% | +25.0% | +12.3% |
| 3M | -6.2% | -17.2% | +11.1% | -4.3% |
| 6M | +4.2% | -14.5% | +18.7% | +5.3% |
| YTD | -18.4% | -0.4% | -18.0% | -20.1% |
| 1Y | -14.9% | +21.9% | -36.8% | -19.3% |
| 3Y | -4.6% | +123.7% | -128.4% | -18.8% |
| 5Y | -27.4% | +121.8% | -149.2% | -38.7% |
| All | +124.0% | +384.5% | -260.6% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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