-2.5%
QQQ vs DPZ
+6.8%
-9.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.1% |
| 7D | +6.4% | -2.5% | +8.8% | +5.9% |
| 30D | -7.5% | +12.5% | -20.0% | -5.6% |
| 3M | -4.8% | -5.2% | +0.4% | -5.7% |
| 6M | -2.5% | +8.8% | -11.3% | +0.3% |
| All | -2.5% | +6.8% | -9.3% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling