+184.8%
SOXL vs DPZ
-34.0%
+218.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +5.4% |
| 7D | +18.4% | -7.3% | +25.6% | +25.1% |
| 30D | -3.2% | -7.6% | +4.4% | +1.1% |
| 3M | -37.6% | +1.8% | -39.4% | -44.5% |
| 6M | +136.1% | -21.8% | +157.9% | +167.5% |
| YTD | +199.5% | -22.0% | +221.5% | +234.5% |
| 1Y | +363.2% | -28.6% | +391.8% | +458.9% |
| 3Y | +496.5% | -13.1% | +509.6% | +452.0% |
| 5Y | +184.8% | -33.2% | +218.0% | +363.7% |
| All | +184.8% | -34.0% | +218.8% | +363.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling