+124.0%
DPZ vs SPXS
-99.5%
+223.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.3% |
| 7D | +6.6% | +7.5% | -0.9% | +8.2% |
| 30D | +10.3% | +17.5% | -7.2% | +13.9% |
| 3M | -6.2% | +14.7% | -20.8% | -3.4% |
| 6M | +4.2% | -0.1% | +4.4% | +4.8% |
| YTD | -18.4% | -19.7% | +1.3% | -20.9% |
| 1Y | -14.9% | -23.6% | +8.7% | -18.2% |
| 3Y | -4.6% | -79.2% | +74.6% | -24.8% |
| 5Y | -27.4% | -81.7% | +54.3% | -39.6% |
| All | +124.0% | -99.5% | +223.5% | +9.2% |
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