-27.8%
DPZ vs QS
-88.0%
+60.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.5% |
| 7D | +3.7% | +13.7% | -10.0% | +2.8% |
| 30D | +8.0% | -0.2% | +8.2% | +7.9% |
| 3M | -4.2% | -24.8% | +20.6% | -2.7% |
| 6M | +4.6% | -39.4% | +44.0% | +6.9% |
| YTD | -18.4% | -56.1% | +37.7% | -15.1% |
| 1Y | -16.8% | -72.5% | +55.7% | -10.6% |
| 3Y | -5.0% | -16.3% | +11.3% | -14.4% |
| 5Y | -27.8% | -87.6% | +59.8% | -24.0% |
| All | -27.8% | -88.0% | +60.2% | -24.0% |
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