-11.2%
SHOP vs DPZ
-28.5%
+17.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -1.4% |
| 7D | -1.2% | +2.2% | -3.4% | -2.6% |
| 30D | -14.7% | +15.5% | -30.2% | -22.3% |
| 3M | -7.2% | -2.0% | -5.2% | -6.5% |
| 6M | +54.2% | +12.1% | +42.0% | +41.5% |
| YTD | -8.6% | -16.6% | +8.0% | +0.1% |
| 1Y | +0.5% | -14.6% | +15.1% | +7.8% |
| 3Y | +135.9% | -4.1% | +140.1% | +109.8% |
| All | -11.2% | -28.5% | +17.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling