-20.4%
DPZ vs SOXQ
+288.7%
-309.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -1.5% | +5.3% | -6.7% | -2.3% |
| 30D | -4.4% | -3.7% | -0.7% | -4.0% |
| 3M | +7.6% | -7.8% | +15.5% | +7.8% |
| 6M | -16.9% | +58.4% | -75.3% | -27.6% |
| YTD | -18.6% | +68.1% | -86.8% | -30.4% |
| 1Y | -26.7% | +105.4% | -132.0% | -41.0% |
| 3Y | -9.3% | +239.2% | -248.5% | -40.2% |
| 5Y | -31.0% | +266.9% | -297.9% | -56.9% |
| All | -20.4% | +288.7% | -309.2% | -52.7% |
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