+196.5%
SOXL vs DPZ
-4.7%
+201.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.5% | -13.6% | -11.2% |
| 7D | +26.9% | +2.2% | +24.6% | +26.6% |
| 30D | -47.2% | +15.5% | -62.7% | -48.7% |
| 3M | -59.9% | -2.0% | -57.8% | -59.6% |
| 6M | -68.3% | +12.1% | -80.5% | -71.4% |
| YTD | +38.8% | -16.6% | +55.4% | +55.0% |
| 1Y | +48.8% | -14.6% | +63.4% | +61.2% |
| 3Y | +196.5% | -4.1% | +200.6% | +191.1% |
| All | +196.5% | -4.7% | +201.2% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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