+3,111.2%
DPZ vs QID
-100.0%
+3,211.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 6M | -15.2% | -29.9% | +14.7% | -24.8% |
| YTD | -17.2% | -28.8% | +11.5% | -26.1% |
| 1Y | -24.8% | -37.2% | +12.3% | -35.7% |
| 3Y | -8.7% | -73.7% | +65.0% | -39.6% |
| 5Y | -28.9% | -80.7% | +51.8% | -52.5% |
| 10Y | +153.6% | -99.1% | +252.8% | -46.3% |
| All | +3,111.2% | -100.0% | +3,211.2% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling