-8.4%
DPZ vs SOXQ
+226.1%
-234.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -1.9% |
| 7D | -2.5% | +2.3% | -4.9% | -2.7% |
| 30D | -7.0% | -2.3% | -4.7% | -6.9% |
| 3M | +11.6% | -13.8% | +25.4% | +12.4% |
| 6M | -15.2% | +48.6% | -63.8% | -21.9% |
| YTD | -17.2% | +66.0% | -83.2% | -25.5% |
| 1Y | -24.8% | +107.9% | -132.7% | -35.8% |
| All | -8.4% | +226.1% | -234.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling