+2,206.2%
QQQ vs DPZ
+5,248.7%
-3,042.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.4% |
| 7D | -0.2% | -3.5% | +3.3% | +0.7% |
| 30D | -7.5% | +5.7% | -13.2% | -9.0% |
| 3M | -3.8% | -7.5% | +3.7% | -2.3% |
| 6M | -3.0% | +6.2% | -9.2% | -5.7% |
| YTD | +12.8% | -19.8% | +32.5% | +17.7% |
| 1Y | +11.6% | -18.0% | +29.6% | +15.6% |
| 3Y | +85.6% | -8.8% | +94.4% | +83.3% |
| 5Y | +82.1% | -30.2% | +112.3% | +90.7% |
| 10Y | +538.0% | +132.0% | +406.0% | +358.7% |
| All | +2,206.2% | +5,248.7% | -3,042.6% | +523.9% |
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