+1,450.1%
QLD vs DPZ
+116.9%
+1,333.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -3.8% | +2.2% | -5.9% | -4.9% |
| 30D | -20.5% | +6.7% | -27.2% | -23.4% |
| 3M | -14.6% | -4.5% | -10.1% | -13.7% |
| 6M | -14.7% | +3.3% | -18.0% | -18.5% |
| YTD | +11.2% | -19.4% | +30.6% | +19.8% |
| 1Y | +7.1% | -17.3% | +24.4% | +13.4% |
| 3Y | +141.1% | -8.4% | +149.5% | +133.3% |
| 5Y | +84.3% | -28.2% | +112.5% | +101.7% |
| 10Y | +1,450.1% | +130.9% | +1,319.2% | +942.7% |
| All | +1,450.1% | +116.9% | +1,333.2% | +942.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling