+7,256.1%
QLD vs DPZ
+3,118.3%
+4,137.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.3% | -13.0% | -12.9% |
| 7D | -18.6% | +9.5% | -28.1% | -22.6% |
| 30D | -28.3% | +12.8% | -41.1% | -33.2% |
| 3M | -20.4% | -6.2% | -14.1% | -18.7% |
| 6M | -14.3% | +4.3% | -18.5% | -19.1% |
| YTD | +2.8% | -16.6% | +19.4% | +8.6% |
| 1Y | -1.2% | -12.8% | +11.6% | +1.5% |
| 3Y | +135.3% | -0.8% | +136.1% | +118.2% |
| 5Y | +62.6% | -25.8% | +88.4% | +76.6% |
| 10Y | +1,384.3% | +130.9% | +1,253.4% | +705.7% |
| All | +7,256.1% | +3,118.3% | +4,137.8% | +636.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling