+220.0%
SPXL vs DPZ
-6.8%
+226.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.9% | +2.2% | -5.0% | -3.7% |
| 30D | -12.4% | +6.7% | -19.1% | -14.8% |
| 3M | -11.8% | -4.5% | -7.2% | -10.5% |
| 6M | -1.4% | +3.3% | -4.7% | -4.3% |
| YTD | +19.0% | -19.4% | +38.4% | +30.9% |
| 1Y | +18.0% | -17.3% | +35.2% | +27.4% |
| 3Y | +220.0% | -8.4% | +228.4% | +235.2% |
| All | +220.0% | -6.8% | +226.8% | +235.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling