+55.0%
MSFT vs DPZ
-7.0%
+62.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -2.7% | -2.5% | -0.1% | -2.3% |
| 30D | +2.7% | -7.0% | +9.7% | +3.7% |
| 3M | +17.0% | +11.6% | +5.4% | +14.8% |
| 6M | +23.8% | -15.2% | +39.0% | +25.4% |
| YTD | +4.0% | -17.2% | +21.2% | +5.6% |
| 1Y | -0.8% | -24.8% | +24.0% | +1.9% |
| All | +55.0% | -7.0% | +62.0% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling