-25.8%
DPZ vs QID
-73.9%
+48.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.7% | -12.4% | +2.7% |
| 7D | +9.5% | +20.2% | -10.7% | +13.6% |
| 30D | +12.8% | +35.3% | -22.5% | +19.9% |
| 3M | -6.2% | +21.3% | -27.6% | -2.4% |
| 6M | +4.3% | +6.7% | -2.5% | +5.7% |
| YTD | -16.6% | -13.6% | -3.0% | -19.2% |
| 1Y | -12.8% | -11.0% | -1.9% | -14.8% |
| 3Y | -0.8% | -69.8% | +69.0% | -23.3% |
| 5Y | -25.8% | -74.1% | +48.3% | -38.3% |
| All | -25.8% | -73.9% | +48.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling