-5.0%
DPZ vs SPXS
-80.3%
+75.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | -1.2% |
| 7D | +3.7% | -1.5% | +5.2% | +3.6% |
| 30D | +8.0% | +9.6% | -1.6% | +9.9% |
| 3M | -4.2% | +8.5% | -12.6% | -2.6% |
| 6M | +4.6% | -5.8% | +10.3% | +4.0% |
| YTD | -18.4% | -25.4% | +6.9% | -22.1% |
| 1Y | -16.8% | -28.8% | +12.1% | -21.2% |
| 3Y | -5.0% | -80.9% | +75.9% | -29.8% |
| All | -5.0% | -80.3% | +75.3% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling