+1,248.4%
SPXL vs DPZ
+143.2%
+1,105.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | +1.0% |
| 7D | -1.3% | -7.3% | +6.0% | +3.1% |
| 30D | -5.0% | -7.6% | +2.6% | -0.9% |
| 3M | +7.6% | +1.8% | +5.8% | +4.5% |
| 6M | +33.6% | -21.8% | +55.4% | +51.1% |
| YTD | +28.1% | -22.0% | +50.1% | +44.5% |
| 1Y | +43.6% | -28.6% | +72.2% | +70.2% |
| 3Y | +225.8% | -13.1% | +238.9% | +234.6% |
| 5Y | +140.1% | -33.2% | +173.3% | +186.1% |
| 10Y | +1,248.4% | +147.0% | +1,101.4% | +670.5% |
| All | +1,248.4% | +143.2% | +1,105.2% | +670.5% |
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