-4.8%
SOXL vs DPZ
-28.5%
+23.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.5% | -13.6% | -12.7% |
| 7D | +26.9% | +2.2% | +24.6% | +24.6% |
| 30D | -47.2% | +15.5% | -62.7% | -53.6% |
| 3M | -59.9% | -2.0% | -57.8% | -61.2% |
| 6M | -68.3% | +12.1% | -80.5% | -75.4% |
| YTD | +38.8% | -16.6% | +55.4% | +42.5% |
| 1Y | +48.8% | -14.6% | +63.4% | +47.2% |
| 3Y | +196.5% | -4.1% | +200.6% | +140.1% |
| All | -4.8% | -28.5% | +23.7% | +33.8% |
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