-7.8%
DPZ vs COPX
+142.4%
-150.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.5% | -1.5% | -2.0% | -3.5% |
| 30D | +5.7% | -14.0% | +19.7% | +6.9% |
| 3M | -7.5% | -17.1% | +9.6% | -6.2% |
| 6M | +6.2% | -15.9% | +22.1% | +7.3% |
| YTD | -19.8% | +2.6% | -22.4% | -22.4% |
| 1Y | -18.0% | +21.6% | -39.6% | -23.2% |
| All | -7.8% | +142.4% | -150.2% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling