+145.0%
DPZ vs QID
-99.0%
+244.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +3.1% |
| 7D | +2.2% | -7.1% | +9.4% | +0.7% |
| 30D | +15.5% | +12.6% | +2.9% | +18.8% |
| 3M | -2.0% | +14.2% | -16.3% | +1.2% |
| 6M | +12.1% | +6.2% | +6.0% | +14.3% |
| YTD | -16.6% | -21.8% | +5.2% | -20.6% |
| 1Y | -14.6% | -23.1% | +8.6% | -18.9% |
| 3Y | -4.1% | -71.3% | +67.2% | -25.4% |
| 5Y | -28.3% | -77.0% | +48.7% | -42.2% |
| All | +145.0% | -99.0% | +244.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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