-100.0%
SOXS vs DPZ
+3,075.6%
-3,175.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.7% | -8.5% | -11.8% |
| 7D | -7.0% | -2.5% | -4.4% | -9.4% |
| 30D | +2.8% | -7.0% | +9.8% | -5.3% |
| 3M | -9.8% | +11.6% | -21.4% | -6.7% |
| 6M | -99.2% | -15.2% | -84.0% | -99.6% |
| YTD | -99.5% | -17.2% | -82.2% | -99.8% |
| 1Y | -99.8% | -24.8% | -74.9% | -99.9% |
| 3Y | -100.0% | -8.7% | -91.3% | -100.0% |
| 5Y | -100.0% | -28.9% | -71.1% | -100.0% |
| 10Y | -100.0% | +153.6% | -253.6% | -100.0% |
| All | -100.0% | +3,075.6% | -3,175.6% | -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 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