-27.5%
DPZ vs QS
-86.5%
+59.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.4% |
| 7D | +6.6% | +5.4% | +1.1% | +6.2% |
| 30D | +10.3% | -5.3% | +15.6% | +10.5% |
| 3M | -6.2% | -22.6% | +16.4% | -4.9% |
| 6M | +4.2% | -46.2% | +50.4% | +7.3% |
| YTD | -18.4% | -58.9% | +40.5% | -14.7% |
| 1Y | -14.9% | -73.1% | +58.1% | -8.5% |
| 3Y | -4.6% | -27.2% | +22.6% | -12.9% |
| All | -27.5% | -86.5% | +59.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling