+3,222.8%
SHW vs DPZ
+5,417.8%
-2,194.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.9% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -9.5% | -7.0% | -2.6% | -7.9% |
| 3M | +11.5% | +11.6% | -0.1% | +8.1% |
| 6M | -3.5% | -15.2% | +11.6% | 0.0% |
| YTD | +3.7% | -17.2% | +21.0% | +8.0% |
| 1Y | -7.9% | -24.8% | +16.9% | -1.8% |
| 3Y | +24.7% | -8.7% | +33.4% | +24.7% |
| 5Y | +13.6% | -28.9% | +42.5% | +18.9% |
| 10Y | +283.0% | +153.6% | +129.3% | +183.0% |
| All | +3,222.8% | +5,417.8% | -2,194.9% | +1,052.7% |
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