-4.6%
DPZ vs QID
-70.5%
+65.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -2.4% |
| 7D | +6.6% | +9.4% | -2.9% | +7.6% |
| 30D | +10.3% | +31.2% | -21.0% | +13.8% |
| 3M | -6.2% | +17.4% | -23.6% | -4.4% |
| 6M | +4.2% | +8.4% | -4.2% | +5.0% |
| YTD | -18.4% | -15.8% | -2.6% | -21.2% |
| 1Y | -14.9% | -16.3% | +1.4% | -17.9% |
| 3Y | -4.6% | -70.4% | +65.8% | -24.5% |
| All | -4.6% | -70.5% | +65.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling