-100.0%
SQQQ vs DPZ
+141.0%
-241.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -3.9% |
| 7D | +1.8% | -8.6% | +10.5% | -4.6% |
| 30D | +4.2% | -11.9% | +16.1% | -5.1% |
| 3M | -3.3% | +0.4% | -3.7% | -3.6% |
| 6M | -43.6% | -19.9% | -23.8% | -53.0% |
| YTD | -41.9% | -24.4% | -17.5% | -53.5% |
| 1Y | -50.6% | -30.4% | -20.2% | -63.3% |
| 3Y | -89.3% | -17.4% | -71.9% | -89.7% |
| 5Y | -94.8% | -34.6% | -60.2% | -94.9% |
| All | -100.0% | +141.0% | -241.0% | -99.9% |
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