-12.3%
DPZ vs QS
-54.8%
+42.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | +2.2% | +8.0% | -5.9% | +1.9% |
| 30D | +6.7% | -2.8% | +9.5% | +6.7% |
| 3M | -4.5% | -28.1% | +23.6% | -3.6% |
| 6M | +3.3% | -41.0% | +44.3% | +4.7% |
| YTD | -19.4% | -57.3% | +37.9% | -17.6% |
| 1Y | -17.3% | -72.7% | +55.4% | -14.0% |
| 3Y | -8.4% | -18.6% | +10.3% | -11.9% |
| 5Y | -28.2% | -87.0% | +58.8% | -29.6% |
| All | -12.3% | -54.8% | +42.6% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling