-11.2%
DPZ vs QS
-53.6%
+42.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.3% |
| 7D | +3.7% | +13.7% | -10.0% | +3.2% |
| 30D | +8.0% | -0.2% | +8.2% | +8.0% |
| 3M | -4.2% | -24.8% | +20.6% | -3.4% |
| 6M | +4.6% | -39.4% | +44.0% | +5.9% |
| YTD | -18.4% | -56.1% | +37.7% | -16.6% |
| 1Y | -16.8% | -72.5% | +55.7% | -13.5% |
| 3Y | -5.0% | -16.3% | +11.3% | -8.7% |
| 5Y | -27.8% | -87.6% | +59.8% | -29.3% |
| All | -11.2% | -53.6% | +42.4% | -9.4% |
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