-100.0%
SQQQ vs DPZ
+3,708.4%
-3,808.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | -1.0% |
| 7D | -4.2% | -1.5% | -2.7% | -5.3% |
| 30D | +2.4% | -4.4% | +6.9% | -1.4% |
| 3M | -5.7% | +7.6% | -13.3% | -0.9% |
| 6M | -46.6% | -16.9% | -29.6% | -54.9% |
| YTD | -42.7% | -18.6% | -24.1% | -52.4% |
| 1Y | -52.6% | -26.7% | -25.9% | -64.1% |
| 3Y | -89.8% | -9.3% | -80.5% | -89.5% |
| 5Y | -94.7% | -31.0% | -63.7% | -94.7% |
| 10Y | -100.0% | +152.4% | -252.3% | -99.8% |
| All | -100.0% | +3,708.4% | -3,808.4% | -100.0% |
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