+69.7%
SHEL vs DPZ
-10.0%
+79.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.7% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +8.7% | -4.4% | +13.1% | +9.0% |
| 3M | +11.0% | +7.6% | +3.3% | +10.0% |
| 6M | +14.6% | -16.9% | +31.5% | +16.3% |
| YTD | +33.3% | -18.6% | +51.9% | +35.4% |
| 1Y | +37.9% | -26.7% | +64.5% | +41.4% |
| 3Y | +69.7% | -9.3% | +79.1% | +75.3% |
| All | +69.7% | -10.0% | +79.7% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling