-2.5%
DPZ vs QID
-69.7%
+67.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.7% | -12.4% | +1.6% |
| 7D | +9.5% | +20.2% | -10.7% | +11.7% |
| 30D | +12.8% | +35.3% | -22.5% | +16.7% |
| 3M | -6.2% | +21.3% | -27.6% | -4.2% |
| 6M | +4.3% | +6.7% | -2.5% | +4.5% |
| YTD | -16.6% | -13.6% | -3.0% | -19.3% |
| 1Y | -12.8% | -11.0% | -1.9% | -15.0% |
| All | -2.5% | -69.7% | +67.2% | -22.6% |
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