+67.2%
QLD vs DPZ
-27.1%
+94.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.5% |
| 7D | -10.3% | +6.6% | -16.8% | -13.0% |
| 30D | -26.1% | +10.3% | -36.3% | -29.7% |
| 3M | -17.8% | -6.2% | -11.6% | -16.1% |
| 6M | -15.6% | +4.2% | -19.8% | -19.7% |
| YTD | +5.4% | -18.4% | +23.8% | +14.2% |
| 1Y | +5.2% | -14.9% | +20.2% | +10.6% |
| 3Y | +139.4% | -4.6% | +144.1% | +119.1% |
| All | +67.2% | -27.1% | +94.2% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling