-28.9%
DPZ vs SPXS
-83.0%
+54.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.8% |
| 7D | +2.2% | -7.5% | +9.7% | +0.6% |
| 30D | +15.5% | +5.3% | +10.2% | +17.1% |
| 3M | -2.0% | +9.7% | -11.7% | +0.4% |
| 6M | +12.1% | -4.6% | +16.7% | +11.7% |
| YTD | -16.6% | -25.8% | +9.2% | -21.1% |
| 1Y | -14.6% | -28.8% | +14.2% | -19.8% |
| 3Y | -4.1% | -80.2% | +76.0% | -30.3% |
| All | -28.9% | -83.0% | +54.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling