-15.7%
DPZ vs QS
-75.8%
+60.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.8% | +9.2% | +1.3% |
| 7D | -2.5% | -5.6% | +3.1% | -2.5% |
| 30D | +12.5% | -5.8% | +18.4% | +12.4% |
| 3M | -5.2% | -39.2% | +34.0% | -7.0% |
| 6M | +8.8% | -53.9% | +62.7% | +6.4% |
| YTD | -18.7% | -62.8% | +44.1% | -20.3% |
| 1Y | -15.7% | -73.5% | +57.8% | -16.4% |
| All | -15.7% | -75.8% | +60.1% | -16.4% |
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 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