-21.6%
DPZ vs SOXQ
+245.8%
-267.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.2% |
| 7D | -3.5% | +2.9% | -6.4% | -4.1% |
| 30D | +5.7% | -13.6% | +19.3% | +7.6% |
| 3M | -7.5% | -12.5% | +5.1% | -6.3% |
| 6M | +6.2% | -12.4% | +18.6% | +5.5% |
| YTD | -19.8% | +49.6% | -69.3% | -30.6% |
| 1Y | -18.0% | +52.0% | -69.9% | -29.5% |
| 3Y | -8.8% | +199.1% | -207.9% | -38.9% |
| 5Y | -30.2% | +192.6% | -222.8% | -54.3% |
| All | -21.6% | +245.8% | -267.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling