0.0%
MSFT vs DPZ
-26.3%
+26.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -1.4% | -1.5% | 0.0% | -1.2% |
| 30D | -1.0% | -4.4% | +3.4% | -0.5% |
| 3M | +20.2% | +7.6% | +12.6% | +18.1% |
| 6M | +21.3% | -16.9% | +38.2% | +19.6% |
| YTD | +2.8% | -18.6% | +21.4% | +1.5% |
| 1Y | 0.0% | -26.7% | +26.6% | 0.0% |
| All | 0.0% | -26.3% | +26.3% | 0.0% |
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