+3,569.5%
SHOP vs DPZ
+125.1%
+3,444.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.7% | +4.7% |
| 7D | -5.4% | +6.6% | -12.0% | -8.4% |
| 30D | -10.3% | +10.3% | -20.6% | -14.8% |
| 3M | +1.0% | -6.2% | +7.2% | +3.8% |
| 6M | +41.2% | +4.2% | +37.0% | +37.2% |
| YTD | -7.5% | -18.4% | +10.9% | +0.6% |
| 1Y | -4.6% | -14.9% | +10.4% | +1.2% |
| 3Y | +146.4% | -4.6% | +151.0% | +137.3% |
| 5Y | -2.5% | -27.4% | +24.9% | +6.9% |
| All | +3,569.5% | +125.1% | +3,444.4% | +2,741.5% |
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