+130.9%
DPZ vs COPX
+327.1%
-196.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -0.8% |
| 7D | +2.2% | +1.6% | +0.5% | +1.9% |
| 30D | +6.7% | -15.0% | +21.7% | +8.7% |
| 3M | -4.5% | -18.6% | +14.1% | -2.4% |
| 6M | +3.3% | -14.9% | +18.2% | +4.5% |
| YTD | -19.4% | +1.8% | -21.3% | -21.4% |
| 1Y | -17.3% | +19.7% | -36.9% | -21.4% |
| 3Y | -8.4% | +140.9% | -149.3% | -23.1% |
| 5Y | -28.2% | +130.6% | -158.8% | -39.9% |
| 10Y | +130.9% | +326.5% | -195.6% | +68.6% |
| All | +130.9% | +327.1% | -196.2% | +68.6% |
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