+13,996.1%
DPZ vs SPXS
-100.0%
+14,096.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +13.2% | -13.0% | +3.8% |
| 7D | +9.5% | +14.3% | -4.8% | +13.7% |
| 30D | +12.8% | +19.4% | -6.6% | +18.5% |
| 3M | -6.2% | +16.2% | -22.5% | -2.0% |
| 6M | +4.3% | -3.4% | +7.7% | +4.0% |
| YTD | -16.6% | -19.1% | +2.5% | -20.0% |
| 1Y | -12.8% | -20.5% | +7.6% | -16.6% |
| 3Y | -0.8% | -79.1% | +78.3% | -29.3% |
| 5Y | -25.8% | -81.6% | +55.8% | -42.4% |
| 10Y | +130.9% | -99.5% | +230.4% | -25.1% |
| All | +13,996.1% | -100.0% | +14,096.1% | +996.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling