+121.1%
DPZ vs SHAK
+141.8%
-20.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.3% | -7.3% | -1.0% |
| 7D | +3.7% | +6.5% | -2.8% | +2.8% |
| 30D | +8.0% | +15.3% | -7.3% | +5.9% |
| 3M | -4.2% | +8.5% | -12.7% | -5.5% |
| 6M | +4.6% | +10.0% | -5.4% | +2.6% |
| YTD | -18.4% | -5.0% | -13.5% | -19.6% |
| 1Y | -16.8% | -15.3% | -1.4% | -16.8% |
| 3Y | -5.0% | +40.7% | -45.7% | -13.6% |
| 5Y | -27.8% | -7.9% | -19.9% | -32.9% |
| 10Y | +121.1% | +132.0% | -10.9% | +76.4% |
| All | +121.1% | +141.8% | -20.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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