-91.6%
SOXS vs DPZ
-14.7%
-77.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.4% | +3.3% | +1.9% |
| 7D | +46.7% | +10.1% | +36.6% | +30.8% |
| 30D | +97.0% | +14.6% | +82.4% | +68.7% |
| 3M | +39.5% | -6.8% | +46.3% | +51.5% |
| 6M | -54.9% | +4.4% | -59.3% | -57.6% |
| YTD | -90.4% | -16.8% | -73.6% | -90.4% |
| 1Y | -91.6% | -14.5% | -77.2% | -91.8% |
| All | -91.6% | -14.7% | -77.0% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling