+3,326.3%
SHW vs DPZ
+5,341.2%
-2,014.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.9% |
| 7D | +3.5% | +6.6% | -3.1% | +1.9% |
| 30D | +9.2% | +10.3% | -1.0% | +6.6% |
| 3M | -5.1% | -6.2% | +1.1% | -3.7% |
| 6M | +6.8% | +4.2% | +2.6% | +5.3% |
| YTD | +7.0% | -18.4% | +25.3% | +11.7% |
| 1Y | +4.1% | -14.9% | +19.0% | +7.5% |
| 3Y | +41.1% | -4.6% | +45.7% | +39.6% |
| 5Y | +12.9% | -27.4% | +40.3% | +17.6% |
| 10Y | +366.3% | +125.9% | +240.4% | +254.4% |
| All | +3,326.3% | +5,341.2% | -2,014.9% | +1,092.0% |
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