-17.3%
DPZ vs SHAK
-18.1%
+0.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +2.2% | +8.2% | -6.1% | +1.2% |
| 30D | +6.7% | +13.5% | -6.8% | +5.1% |
| 3M | -4.5% | +6.2% | -10.8% | -5.5% |
| 6M | +3.3% | +8.2% | -4.9% | +0.7% |
| YTD | -19.4% | -6.5% | -12.9% | -22.8% |
| 1Y | -17.3% | -19.2% | +1.9% | -18.0% |
| All | -17.3% | -18.1% | +0.8% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling