+58.2%
QQQI vs DPZ
-22.8%
+81.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | +0.2% |
| 7D | +0.8% | -7.3% | +8.1% | +1.6% |
| 30D | +0.2% | -7.6% | +7.7% | +0.9% |
| 3M | +2.3% | +1.8% | +0.5% | +1.8% |
| 6M | +11.6% | -21.8% | +33.4% | +15.6% |
| YTD | +11.3% | -22.0% | +33.3% | +15.3% |
| 1Y | +17.4% | -28.6% | +46.0% | +23.6% |
| All | +58.2% | -22.8% | +81.0% | +63.5% |
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 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