+153.2%
QQQM vs DPZ
-8.0%
+161.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | -0.7% | -4.4% | +3.8% | +0.3% |
| 3M | +0.4% | +7.6% | -7.2% | -2.1% |
| 6M | +20.1% | -16.9% | +37.0% | +25.3% |
| YTD | +17.2% | -18.6% | +35.9% | +22.8% |
| 1Y | +24.7% | -26.7% | +51.4% | +34.5% |
| 3Y | +96.6% | -9.3% | +105.9% | +93.3% |
| 5Y | +95.0% | -31.0% | +126.1% | +104.0% |
| All | +153.2% | -8.0% | +161.2% | +139.7% |
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