+8,771.7%
SPXL vs DPZ
+7,188.3%
+1,583.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | 0.0% |
| 7D | +0.1% | -2.5% | +2.6% | +1.9% |
| 30D | -0.9% | -7.0% | +6.1% | +3.8% |
| 3M | +2.0% | +11.6% | -9.6% | -8.2% |
| 6M | +33.5% | -15.2% | +48.7% | +45.1% |
| YTD | +32.2% | -17.2% | +49.4% | +45.5% |
| 1Y | +48.9% | -24.8% | +73.7% | +74.7% |
| 3Y | +222.9% | -8.7% | +231.5% | +218.1% |
| 5Y | +140.7% | -28.9% | +169.6% | +185.4% |
| 10Y | +1,192.7% | +153.6% | +1,039.0% | +402.7% |
| All | +8,771.7% | +7,188.3% | +1,583.4% | +69.4% |
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