-28.9%
DPZ vs COPX
+107.3%
-136.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +2.9% |
| 7D | +2.2% | -2.8% | +5.1% | +2.6% |
| 30D | +15.5% | -14.3% | +29.8% | +17.8% |
| 3M | -2.0% | -19.0% | +17.0% | +0.5% |
| 6M | +12.1% | -24.4% | +36.6% | +15.7% |
| YTD | -16.6% | -3.2% | -13.3% | -19.0% |
| 1Y | -14.6% | +15.2% | -29.7% | -20.2% |
| 3Y | -4.1% | +127.6% | -131.8% | -25.5% |
| All | -28.9% | +107.3% | -136.2% | -44.4% |
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