-2.5%
DPZ vs QS
-33.2%
+30.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.4% |
| 7D | +9.5% | -2.1% | +11.6% | +9.5% |
| 30D | +12.8% | -11.6% | +24.4% | +13.0% |
| 3M | -6.2% | -25.5% | +19.3% | -5.8% |
| 6M | +4.3% | -43.4% | +47.7% | +5.1% |
| YTD | -16.6% | -60.6% | +44.0% | -15.1% |
| 1Y | -12.8% | -75.9% | +63.1% | -9.9% |
| All | -2.5% | -33.2% | +30.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling