-100.0%
SOXS vs DPZ
-34.0%
-66.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -5.0% |
| 7D | -16.6% | -7.3% | -9.3% | -21.4% |
| 30D | -4.4% | -7.6% | +3.2% | -10.9% |
| 3M | -26.2% | +1.8% | -28.0% | -29.3% |
| 6M | -99.3% | -21.8% | -77.4% | -99.7% |
| YTD | -99.5% | -22.0% | -77.5% | -99.8% |
| 1Y | -99.8% | -28.6% | -71.2% | -99.9% |
| 3Y | -100.0% | -13.1% | -86.9% | -100.0% |
| 5Y | -100.0% | -33.2% | -66.8% | -100.0% |
| All | -100.0% | -34.0% | -66.0% | -100.0% |
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