+86.1%
QQQ vs DPZ
-8.4%
+94.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.4% |
| 7D | -0.2% | -3.5% | +3.3% | +0.1% |
| 30D | -7.5% | +5.7% | -13.2% | -8.1% |
| 3M | -3.8% | -7.5% | +3.7% | -3.0% |
| 6M | -3.0% | +6.2% | -9.2% | -4.3% |
| YTD | +12.8% | -19.8% | +32.5% | +17.1% |
| 1Y | +11.6% | -18.0% | +29.6% | +15.2% |
| All | +86.1% | -8.4% | +94.5% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling