+122.9%
MS vs DPZ
-28.5%
+151.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.2% |
| 7D | +5.1% | +2.2% | +2.9% | +4.6% |
| 30D | +5.7% | +15.5% | -9.8% | +2.4% |
| 3M | -12.2% | -2.0% | -10.2% | -12.0% |
| 6M | -0.5% | +12.1% | -12.6% | -3.9% |
| YTD | +9.8% | -16.6% | +26.4% | +14.0% |
| 1Y | +17.7% | -14.6% | +32.3% | +21.2% |
| 3Y | +176.8% | -4.1% | +181.0% | +170.1% |
| All | +122.9% | -28.5% | +151.4% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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