+1,110.7%
SPXL vs DPZ
+140.2%
+970.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -2.7% |
| 7D | +7.4% | +2.2% | +5.2% | +6.0% |
| 30D | -7.8% | +15.5% | -23.3% | -15.6% |
| 3M | -11.9% | -2.0% | -9.9% | -11.8% |
| 6M | -1.7% | +12.1% | -13.9% | -10.8% |
| YTD | +20.8% | -16.6% | +37.4% | +30.0% |
| 1Y | +25.0% | -14.6% | +39.6% | +32.2% |
| 3Y | +226.1% | -4.1% | +230.3% | +213.5% |
| 5Y | +101.1% | -28.3% | +129.4% | +128.8% |
| All | +1,110.7% | +140.2% | +970.4% | +687.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling