+1.4%
DPZ vs BOXX
+19.3%
-17.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | +5.7% | +0.4% | +5.3% | +4.9% |
| 3M | -7.5% | +1.0% | -8.5% | -9.4% |
| 6M | +6.2% | +2.0% | +4.2% | +2.0% |
| YTD | -19.8% | +3.4% | -23.2% | -23.7% |
| 1Y | -18.0% | +4.1% | -22.0% | -22.3% |
| 3Y | -8.8% | +14.3% | -23.1% | -1.9% |
| All | +1.4% | +19.3% | -17.9% | +9.5% |
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