+66.8%
SHEL vs DPZ
-8.4%
+75.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -3.9% | -3.5% | -0.4% | -3.7% |
| 30D | -3.7% | +5.7% | -9.4% | -4.1% |
| 3M | +9.1% | -7.5% | +16.6% | +9.7% |
| 6M | +16.7% | +6.2% | +10.5% | +15.6% |
| YTD | +36.8% | -19.8% | +56.6% | +39.5% |
| 1Y | +31.8% | -18.0% | +49.8% | +34.0% |
| All | +66.8% | -8.4% | +75.2% | +72.7% |
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