+107.5%
SOXX vs DPZ
-29.3%
+136.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.2% |
| 7D | +1.4% | -8.6% | +10.0% | -1.9% |
| 30D | -3.6% | -11.9% | +8.3% | -7.7% |
| 3M | -10.2% | +0.4% | -10.6% | -9.1% |
| 6M | +54.2% | -19.9% | +74.1% | +53.6% |
| YTD | +75.2% | -24.4% | +99.6% | +71.9% |
| 1Y | +107.5% | -30.4% | +137.9% | +109.3% |
| All | +107.5% | -29.3% | +136.8% | +109.3% |
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