+893.1%
MSFT vs DPZ
+125.1%
+768.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +1.7% | +6.6% | -4.9% | 0.0% |
| 30D | +0.2% | +10.3% | -10.1% | -2.5% |
| 3M | +6.4% | -6.2% | +12.5% | +7.8% |
| 6M | +28.7% | +4.2% | +24.5% | +26.5% |
| YTD | +10.4% | -18.4% | +28.8% | +15.2% |
| 1Y | +7.6% | -14.9% | +22.6% | +10.8% |
| 3Y | +52.3% | -4.6% | +56.9% | +47.7% |
| 5Y | +64.5% | -27.4% | +91.9% | +69.4% |
| All | +893.1% | +125.1% | +768.0% | +678.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling