+58.3%
SOXX vs DPZ
-19.9%
+78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | -1.2% |
| 7D | +6.1% | -7.3% | +13.4% | +2.5% |
| 30D | +0.5% | -7.6% | +8.1% | -2.7% |
| 3M | -5.3% | +1.8% | -7.1% | -2.5% |
| 6M | +58.3% | -21.8% | +80.1% | +70.6% |
| All | +58.3% | -19.9% | +78.3% | +70.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling