+288.0%
DPZ vs SHAK
+53.0%
+235.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.1% | -2.5% |
| 7D | +6.6% | +2.0% | +4.6% | +6.3% |
| 30D | +10.3% | +12.0% | -1.7% | +8.7% |
| 3M | -6.2% | +2.3% | -8.5% | -6.6% |
| 6M | +4.2% | -25.5% | +29.8% | +6.4% |
| YTD | -18.4% | -11.4% | -7.0% | -18.7% |
| 1Y | -14.9% | -21.8% | +6.8% | -14.1% |
| 3Y | -4.6% | +25.8% | -30.5% | -10.9% |
| 5Y | -27.4% | -21.0% | -6.4% | -30.7% |
| 10Y | +125.9% | +126.4% | -0.5% | +84.1% |
| All | +288.0% | +53.0% | +235.1% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling