+102.6%
SPXL vs DPZ
-28.2%
+130.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -2.9% | +2.2% | -5.0% | -4.2% |
| 30D | -12.4% | +6.7% | -19.1% | -16.2% |
| 3M | -11.8% | -4.5% | -7.2% | -10.2% |
| 6M | -1.4% | +3.3% | -4.7% | -6.4% |
| YTD | +19.0% | -19.4% | +38.4% | +33.0% |
| 1Y | +18.0% | -17.3% | +35.2% | +28.8% |
| 3Y | +220.0% | -8.4% | +228.4% | +205.4% |
| 5Y | +102.6% | -28.2% | +130.8% | +131.3% |
| All | +102.6% | -28.2% | +130.8% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling