-20.2%
DPZ vs SOXQ
+206.9%
-227.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.7% |
| 7D | +6.6% | -12.2% | +18.8% | +8.3% |
| 30D | +10.3% | -28.2% | +38.5% | +15.3% |
| 3M | -6.2% | -22.1% | +15.9% | -3.4% |
| 6M | +4.2% | -18.1% | +22.4% | +3.9% |
| YTD | -18.4% | +32.7% | -51.1% | -28.2% |
| 1Y | -14.9% | +34.1% | -49.1% | -25.6% |
| 3Y | -4.6% | +176.7% | -181.3% | -35.9% |
| 5Y | -27.4% | +159.9% | -187.3% | -51.7% |
| All | -20.2% | +206.9% | -227.1% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling