-25.8%
DPZ vs QS
-87.0%
+61.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.7% |
| 7D | +9.5% | -2.1% | +11.6% | +9.6% |
| 30D | +12.8% | -11.6% | +24.4% | +13.5% |
| 3M | -6.2% | -25.5% | +19.3% | -4.8% |
| 6M | +4.3% | -43.4% | +47.7% | +6.9% |
| YTD | -16.6% | -60.6% | +44.0% | -12.7% |
| 1Y | -12.8% | -75.9% | +63.1% | -5.6% |
| 3Y | -0.8% | -32.5% | +31.7% | -8.6% |
| 5Y | -25.8% | -86.8% | +60.9% | -25.3% |
| All | -25.8% | -87.0% | +61.2% | -25.3% |
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