+207.4%
SHEL vs DPZ
+145.4%
+62.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +3.9% | -8.6% | +12.5% | +4.9% |
| 30D | +7.0% | -11.2% | +18.2% | +8.3% |
| 3M | +12.5% | +1.4% | +11.1% | +12.0% |
| 6M | +14.8% | -19.9% | +34.7% | +17.2% |
| YTD | +34.2% | -23.0% | +57.2% | +37.6% |
| 1Y | +37.0% | -28.2% | +65.2% | +41.6% |
| 3Y | +70.9% | -14.2% | +85.1% | +71.5% |
| 5Y | +192.5% | -33.4% | +225.9% | +198.5% |
| All | +207.4% | +145.4% | +62.0% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling