+130.9%
DPZ vs SPXS
-99.5%
+230.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.0% |
| 7D | +2.2% | +0.4% | +1.7% | +2.5% |
| 30D | +6.7% | +10.8% | -4.1% | +9.0% |
| 3M | -4.5% | +9.6% | -14.2% | -2.5% |
| 6M | +3.3% | -4.7% | +8.0% | +3.0% |
| YTD | -19.4% | -24.6% | +5.1% | -22.7% |
| 1Y | -17.3% | -24.6% | +7.3% | -20.6% |
| 3Y | -8.4% | -79.8% | +71.4% | -28.1% |
| 5Y | -28.2% | -83.3% | +55.1% | -41.2% |
| 10Y | +130.9% | -99.5% | +230.4% | +16.1% |
| All | +130.9% | -99.5% | +230.4% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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