-0.8%
MSFT vs DPZ
-25.6%
+24.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -2.7% | -2.5% | -0.1% | -2.4% |
| 30D | +2.7% | -7.0% | +9.7% | +3.6% |
| 3M | +17.0% | +11.6% | +5.4% | +14.5% |
| 6M | +23.8% | -15.2% | +39.0% | +21.8% |
| YTD | +4.0% | -17.2% | +21.2% | +2.4% |
| 1Y | -0.8% | -24.8% | +24.0% | -1.5% |
| All | -0.8% | -25.6% | +24.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling