+2,299.1%
QQQ vs DPZ
+5,417.8%
-3,118.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | +0.2% | -7.0% | +7.2% | +2.0% |
| 3M | -2.8% | +11.6% | -14.4% | -6.4% |
| 6M | +18.0% | -15.2% | +33.2% | +22.0% |
| YTD | +17.3% | -17.2% | +34.6% | +21.9% |
| 1Y | +25.6% | -24.8% | +50.4% | +33.6% |
| 3Y | +93.7% | -8.7% | +102.4% | +91.9% |
| 5Y | +94.2% | -28.9% | +123.1% | +102.8% |
| 10Y | +557.9% | +153.6% | +404.2% | +362.8% |
| All | +2,299.1% | +5,417.8% | -3,118.6% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling