-28.8%
DPZ vs QID
-80.8%
+51.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.8% |
| 7D | -2.5% | -0.6% | -1.9% | -2.7% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +11.6% | +3.7% | +7.9% | +12.9% |
| 6M | -15.2% | -29.9% | +14.7% | -21.5% |
| YTD | -17.2% | -28.8% | +11.5% | -22.9% |
| 1Y | -24.8% | -37.2% | +12.3% | -32.0% |
| 3Y | -8.7% | -73.7% | +65.0% | -30.7% |
| All | -28.8% | -80.8% | +51.9% | -44.5% |
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 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