+552.9%
QQQ vs DPZ
+145.4%
+407.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.3% | -8.6% | +7.3% | +0.9% |
| 30D | -1.4% | -11.2% | +9.8% | +1.4% |
| 3M | +2.3% | +1.4% | +0.8% | +1.1% |
| 6M | +16.9% | -19.9% | +36.8% | +22.6% |
| YTD | +15.6% | -23.0% | +38.7% | +22.4% |
| 1Y | +22.6% | -28.2% | +50.8% | +32.0% |
| 3Y | +93.5% | -14.2% | +107.7% | +94.3% |
| 5Y | +93.9% | -33.4% | +127.3% | +104.7% |
| All | +552.9% | +145.4% | +407.4% | +403.7% |
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