-24.8%
DPZ vs QS
-28.5%
+3.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -2.5% | -2.3% | -0.2% | -2.6% |
| 30D | -7.0% | -0.7% | -6.2% | -6.9% |
| 3M | +11.6% | -39.6% | +51.2% | +10.4% |
| 6M | -15.2% | -21.7% | +6.5% | -15.8% |
| YTD | -17.2% | -47.4% | +30.2% | -18.4% |
| 1Y | -24.8% | -28.4% | +3.5% | -26.5% |
| All | -24.8% | -28.5% | +3.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling