+132.0%
DPZ vs QID
-99.1%
+231.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -1.4% |
| 7D | -3.5% | -1.1% | -2.4% | -3.6% |
| 30D | +5.7% | +14.4% | -8.7% | +9.2% |
| 3M | -7.5% | +6.7% | -14.1% | -5.9% |
| 6M | +6.2% | +2.6% | +3.6% | +7.4% |
| YTD | -19.8% | -24.2% | +4.4% | -24.1% |
| 1Y | -18.0% | -22.3% | +4.3% | -21.9% |
| 3Y | -8.8% | -72.0% | +63.3% | -29.4% |
| 5Y | -30.2% | -78.2% | +48.0% | -44.4% |
| 10Y | +132.0% | -99.1% | +231.1% | -6.4% |
| All | +132.0% | -99.1% | +231.1% | -6.4% |
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