+133.5%
QLD vs DPZ
-1.0%
+134.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.3% | -13.0% | -12.8% |
| 7D | -18.6% | +9.5% | -28.1% | -20.2% |
| 30D | -28.3% | +12.8% | -41.1% | -30.3% |
| 3M | -20.4% | -6.2% | -14.1% | -19.2% |
| 6M | -14.3% | +4.3% | -18.5% | -15.9% |
| YTD | +2.8% | -16.6% | +19.4% | +9.4% |
| 1Y | -1.2% | -12.8% | +11.6% | +2.8% |
| All | +133.5% | -1.0% | +134.5% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling