+4.6%
DPZ vs BOXX
+18.4%
-13.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -7.0% | +0.4% | -7.3% | -7.7% |
| 3M | +11.6% | +1.0% | +10.6% | +9.1% |
| 6M | -15.2% | +2.0% | -17.1% | -17.7% |
| YTD | -17.2% | +2.6% | -19.9% | -20.1% |
| 1Y | -24.8% | +4.1% | -28.9% | -28.1% |
| 3Y | -8.7% | +14.7% | -23.4% | +1.6% |
| All | +4.6% | +18.4% | -13.9% | +14.6% |
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