+121.0%
QLD vs DPZ
-28.9%
+149.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.8% |
| 30D | -0.1% | -7.0% | +6.8% | +3.0% |
| 3M | -8.4% | +11.6% | -20.0% | -15.2% |
| 6M | +32.2% | -15.2% | +47.4% | +41.6% |
| YTD | +28.9% | -17.2% | +46.2% | +39.6% |
| 1Y | +43.8% | -24.8% | +68.7% | +64.1% |
| 3Y | +176.6% | -8.7% | +185.3% | +164.3% |
| All | +121.0% | -28.9% | +149.9% | +167.6% |
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