+534.7%
QQQ vs DPZ
+140.2%
+394.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.8% |
| 7D | +3.6% | +2.2% | +1.4% | +3.1% |
| 30D | -6.7% | +15.5% | -22.2% | -10.1% |
| 3M | -7.0% | -2.0% | -5.0% | -7.0% |
| 6M | -4.7% | +12.1% | -16.8% | -8.4% |
| YTD | +11.1% | -16.6% | +27.6% | +14.9% |
| 1Y | +12.3% | -14.6% | +26.9% | +15.3% |
| 3Y | +83.3% | -4.1% | +87.5% | +78.6% |
| 5Y | +77.5% | -28.3% | +105.8% | +83.6% |
| All | +534.7% | +140.2% | +394.4% | +401.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling