+124.0%
DPZ vs QID
-99.0%
+222.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.7% |
| 7D | +6.6% | +9.4% | -2.9% | +8.8% |
| 30D | +10.3% | +31.2% | -21.0% | +17.3% |
| 3M | -6.2% | +17.4% | -23.6% | -2.6% |
| 6M | +4.2% | +8.4% | -4.2% | +6.5% |
| YTD | -18.4% | -15.8% | -2.6% | -21.1% |
| 1Y | -14.9% | -16.3% | +1.4% | -17.8% |
| 3Y | -4.6% | -70.4% | +65.8% | -25.4% |
| 5Y | -27.4% | -74.8% | +47.4% | -40.4% |
| All | +124.0% | -99.0% | +222.9% | -15.1% |
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