+4.9%
MSFT vs DPZ
-13.7%
+18.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.2% |
| 7D | -1.3% | +2.2% | -3.5% | -1.6% |
| 30D | -1.8% | +15.5% | -17.3% | -3.9% |
| 3M | +5.6% | -2.0% | +7.6% | +5.8% |
| 6M | +29.8% | +12.1% | +17.7% | +26.7% |
| YTD | +9.0% | -16.6% | +25.6% | +6.8% |
| 1Y | +4.9% | -14.6% | +19.5% | +2.3% |
| All | +4.9% | -13.7% | +18.7% | +2.3% |
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