-28.8%
DPZ vs COPX
+171.2%
-200.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.5% | -4.0% | +1.4% | -2.0% |
| 30D | -7.0% | +4.5% | -11.5% | -7.6% |
| 3M | +11.6% | +0.8% | +10.8% | +11.1% |
| 6M | -15.2% | +3.2% | -18.4% | -16.3% |
| YTD | -17.2% | +26.7% | -44.0% | -22.0% |
| 1Y | -24.8% | +85.7% | -110.5% | -34.8% |
| 3Y | -8.7% | +151.2% | -159.8% | -27.2% |
| All | -28.8% | +171.2% | -200.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling