+176.1%
QLD vs DPZ
-9.3%
+185.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +0.6% | -2.5% | +3.1% | +1.2% |
| 30D | -0.1% | -7.0% | +6.8% | +1.7% |
| 3M | -8.4% | +11.6% | -20.0% | -12.4% |
| 6M | +32.2% | -15.2% | +47.4% | +40.1% |
| YTD | +28.9% | -17.2% | +46.2% | +37.6% |
| 1Y | +43.8% | -24.8% | +68.7% | +60.1% |
| All | +176.1% | -9.3% | +185.4% | +174.0% |
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