+436.6%
SHEL vs DPZ
+5,417.8%
-4,981.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | +2.2% | -2.5% | +4.8% | +2.7% |
| 30D | +6.8% | -7.0% | +13.8% | +8.1% |
| 3M | +8.1% | +11.6% | -3.5% | +5.5% |
| 6M | +14.4% | -15.2% | +29.6% | +17.2% |
| YTD | +30.0% | -17.2% | +47.2% | +33.6% |
| 1Y | +33.3% | -24.8% | +58.2% | +39.3% |
| 3Y | +66.4% | -8.7% | +75.1% | +65.2% |
| 5Y | +178.6% | -28.9% | +207.5% | +184.8% |
| 10Y | +198.4% | +153.6% | +44.8% | +122.8% |
| All | +436.6% | +5,417.8% | -4,981.2% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling