+96.2%
QQQ vs DPZ
-10.0%
+106.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | -0.6% | -4.4% | +3.8% | -0.1% |
| 3M | +0.4% | +7.6% | -7.2% | -1.1% |
| 6M | +20.1% | -16.9% | +37.0% | +24.2% |
| YTD | +17.2% | -18.6% | +35.8% | +21.7% |
| 1Y | +24.7% | -26.7% | +51.3% | +32.5% |
| 3Y | +96.2% | -9.3% | +105.5% | +91.6% |
| All | +96.2% | -10.0% | +106.2% | +91.6% |
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 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