-28.9%
DPZ vs QS
-90.5%
+61.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.2% | +7.7% | +2.9% |
| 7D | +2.2% | -14.0% | +16.2% | +3.1% |
| 30D | +15.5% | -6.4% | +21.9% | +15.8% |
| 3M | -2.0% | -40.3% | +38.3% | +0.8% |
| 6M | +12.1% | -57.5% | +69.7% | +17.2% |
| YTD | -16.6% | -64.7% | +48.1% | -12.1% |
| 1Y | -14.6% | -72.9% | +58.3% | -8.4% |
| 3Y | -4.1% | -33.5% | +29.3% | -12.3% |
| All | -28.9% | -90.5% | +61.7% | -24.8% |
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