-14.5%
DPZ vs QS
-71.4%
+57.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.1% | +5.6% |
| 7D | +10.1% | +4.5% | +5.6% | +10.1% |
| 30D | +14.6% | -4.1% | +18.7% | +14.2% |
| 3M | -6.8% | -22.1% | +15.4% | -7.7% |
| 6M | +4.4% | -38.4% | +42.8% | +2.2% |
| YTD | -16.8% | -57.5% | +40.7% | -18.3% |
| 1Y | -14.5% | -71.3% | +56.9% | -15.5% |
| All | -14.5% | -71.4% | +57.0% | -15.5% |
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