-16.2%
DPZ vs QS
-73.4%
+57.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | +0.1% |
| 7D | +3.7% | +13.7% | -10.0% | +3.9% |
| 30D | +8.0% | -0.2% | +8.2% | +7.8% |
| 3M | -4.2% | -24.8% | +20.6% | -5.4% |
| 6M | +4.6% | -39.4% | +44.0% | +2.6% |
| YTD | -18.4% | -56.1% | +37.7% | -19.5% |
| All | -16.2% | -73.4% | +57.2% | -15.7% |
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