+64.1%
MSFT vs DPZ
-27.1%
+91.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | +1.7% | +6.6% | -4.9% | +0.1% |
| 30D | +0.2% | +10.3% | -10.1% | -2.3% |
| 3M | +6.4% | -6.2% | +12.5% | +7.8% |
| 6M | +28.7% | +4.2% | +24.5% | +26.6% |
| YTD | +10.4% | -18.4% | +28.8% | +14.9% |
| 1Y | +7.6% | -14.9% | +22.6% | +10.6% |
| 3Y | +52.3% | -4.6% | +56.9% | +44.9% |
| All | +64.1% | -27.1% | +91.2% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling