+3.1%
DPZ vs BOXX
+19.3%
-16.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | +0.1% |
| 7D | +3.7% | +0.1% | +3.6% | +3.5% |
| 30D | +8.0% | +0.3% | +7.7% | +7.3% |
| 3M | -4.2% | +1.0% | -5.2% | -6.2% |
| 6M | +4.6% | +2.0% | +2.6% | +0.5% |
| YTD | -18.4% | +3.4% | -21.8% | -22.3% |
| 1Y | -16.8% | +4.1% | -20.9% | -21.2% |
| 3Y | -5.0% | +14.4% | -19.4% | +2.3% |
| All | +3.1% | +19.3% | -16.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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