+3,536.1%
SOXX vs DPZ
+5,100.4%
-1,564.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +2.0% |
| 7D | +6.1% | -7.3% | +13.4% | +8.5% |
| 30D | +0.5% | -7.6% | +8.1% | +2.6% |
| 3M | -5.3% | +1.8% | -7.1% | -7.3% |
| 6M | +58.3% | -21.8% | +80.1% | +67.6% |
| YTD | +76.8% | -22.0% | +98.9% | +86.8% |
| 1Y | +114.6% | -28.6% | +143.2% | +132.4% |
| 3Y | +229.6% | -13.1% | +242.7% | +229.7% |
| 5Y | +257.3% | -33.2% | +290.5% | +283.4% |
| 10Y | +1,583.2% | +147.0% | +1,436.2% | +1,024.8% |
| All | +3,536.1% | +5,100.4% | -1,564.2% | +632.6% |
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 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