+19,418.6%
SOXL vs DPZ
+3,075.6%
+16,343.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +11.5% |
| 7D | +5.3% | -2.5% | +7.9% | +7.7% |
| 30D | -11.2% | -7.0% | -4.2% | -7.0% |
| 3M | -55.4% | +11.6% | -67.0% | -64.3% |
| 6M | +107.1% | -15.2% | +122.3% | +111.6% |
| YTD | +179.0% | -17.2% | +196.3% | +188.1% |
| 1Y | +357.4% | -24.8% | +382.2% | +408.6% |
| 3Y | +397.5% | -8.7% | +406.1% | +357.7% |
| 5Y | +155.9% | -28.9% | +184.8% | +227.1% |
| 10Y | +4,301.6% | +153.6% | +4,147.9% | +1,253.9% |
| All | +19,418.6% | +3,075.6% | +16,343.0% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling