-28.8%
DPZ vs SOXQ
+254.8%
-283.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.2% |
| 7D | -2.5% | +2.3% | -4.9% | -2.9% |
| 30D | -7.0% | -2.3% | -4.7% | -6.8% |
| 3M | +11.6% | -13.8% | +25.4% | +13.0% |
| 6M | -15.2% | +48.6% | -63.8% | -24.9% |
| YTD | -17.2% | +66.0% | -83.2% | -28.9% |
| 1Y | -24.8% | +107.9% | -132.7% | -39.7% |
| 3Y | -8.7% | +224.1% | -232.8% | -38.7% |
| All | -28.8% | +254.8% | -283.6% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling