+293.5%
DPZ vs SHAK
+47.7%
+245.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | -7.0% | -6.6% | -0.3% | -6.2% |
| 3M | +11.6% | +30.1% | -18.5% | +8.1% |
| 6M | -15.2% | -28.7% | +13.6% | -12.9% |
| YTD | -17.2% | -14.5% | -2.7% | -17.1% |
| 1Y | -24.8% | -31.9% | +7.0% | -22.8% |
| 3Y | -8.7% | -1.0% | -7.7% | -12.3% |
| 5Y | -28.9% | -18.7% | -10.2% | -32.3% |
| 10Y | +153.6% | +98.1% | +55.5% | +109.1% |
| All | +293.5% | +47.7% | +245.8% | +225.2% |
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