+135.9%
SHOP vs DPZ
-4.7%
+140.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.7% |
| 7D | -1.2% | +2.2% | -3.4% | -2.0% |
| 30D | -14.7% | +15.5% | -30.2% | -19.2% |
| 3M | -7.2% | -2.0% | -5.2% | -6.8% |
| 6M | +54.2% | +12.1% | +42.0% | +47.2% |
| YTD | -8.6% | -16.6% | +8.0% | -4.3% |
| 1Y | +0.5% | -14.6% | +15.1% | +4.1% |
| 3Y | +135.9% | -4.1% | +140.1% | +118.4% |
| All | +135.9% | -4.7% | +140.7% | +118.4% |
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