+284.1%
SHW vs DPZ
+143.2%
+140.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.6% |
| 7D | -3.2% | -7.3% | +4.1% | -1.2% |
| 30D | -11.4% | -7.6% | -3.8% | -9.6% |
| 3M | +3.5% | +1.8% | +1.7% | +2.7% |
| 6M | -3.4% | -21.8% | +18.5% | +2.6% |
| YTD | -0.3% | -22.0% | +21.7% | +5.7% |
| 1Y | -10.4% | -28.6% | +18.2% | -2.8% |
| 3Y | +21.3% | -13.1% | +34.4% | +22.8% |
| 5Y | +12.9% | -33.2% | +46.1% | +20.0% |
| 10Y | +284.1% | +147.0% | +137.1% | +191.2% |
| All | +284.1% | +143.2% | +140.9% | +191.2% |
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