+241.5%
SOXX vs DPZ
-33.4%
+274.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | +3.0% | -8.6% | +11.6% | +5.4% |
| 30D | -3.1% | -11.2% | +8.1% | -0.3% |
| 3M | -4.4% | +1.4% | -5.8% | -6.3% |
| 6M | +52.9% | -19.9% | +72.8% | +62.1% |
| YTD | +72.0% | -23.0% | +95.0% | +84.5% |
| 1Y | +105.1% | -28.2% | +133.3% | +125.4% |
| 3Y | +220.6% | -14.2% | +234.8% | +217.5% |
| All | +241.5% | -33.4% | +274.9% | +287.9% |
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