+8,110.7%
SPXL vs DPZ
+7,064.6%
+1,046.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -2.0% |
| 7D | +9.6% | -2.5% | +12.0% | +11.4% |
| 30D | -9.8% | +12.5% | -22.3% | -17.5% |
| 3M | -9.1% | -5.2% | -3.8% | -6.9% |
| 6M | +1.1% | +8.8% | -7.6% | -8.4% |
| YTD | +22.3% | -18.7% | +41.0% | +34.9% |
| 1Y | +20.3% | -15.7% | +36.0% | +28.7% |
| 3Y | +229.0% | -7.5% | +236.5% | +217.8% |
| 5Y | +103.6% | -30.1% | +133.7% | +142.8% |
| 10Y | +1,127.6% | +135.3% | +992.3% | +403.1% |
| All | +8,110.7% | +7,064.6% | +1,046.1% | +57.0% |
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