-15.4%
DPZ vs Q
+56.5%
-71.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.6% | -0.6% |
| 7D | +9.5% | -10.3% | +19.8% | +8.2% |
| 30D | +12.8% | -17.7% | +30.5% | +10.6% |
| 3M | -6.2% | -18.8% | +12.6% | -7.9% |
| 6M | +4.3% | -24.8% | +29.0% | +1.9% |
| YTD | -16.6% | +35.0% | -51.6% | -20.0% |
| 1Y | -12.8% | +10.7% | -23.5% | -16.4% |
| All | -15.4% | +56.5% | -71.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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