+39.4%
SHEL vs DPZ
-29.3%
+68.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | +4.1% | -8.6% | +12.8% | +4.4% |
| 30D | +8.4% | -11.9% | +20.3% | +8.8% |
| 3M | +13.7% | +0.4% | +13.3% | +13.1% |
| 6M | +12.7% | -19.9% | +32.6% | +14.5% |
| YTD | +35.3% | -24.4% | +59.7% | +38.0% |
| 1Y | +39.4% | -30.4% | +69.8% | +41.9% |
| All | +39.4% | -29.3% | +68.7% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling