-9.2%
DPZ vs QS
-58.3%
+49.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.5% |
| 7D | +9.5% | -2.1% | +11.6% | +9.6% |
| 30D | +12.8% | -11.6% | +24.4% | +13.2% |
| 3M | -6.2% | -25.5% | +19.3% | -5.4% |
| 6M | +4.3% | -43.4% | +47.7% | +5.7% |
| YTD | -16.6% | -60.6% | +44.0% | -14.4% |
| 1Y | -12.8% | -75.9% | +63.1% | -9.0% |
| 3Y | -0.8% | -32.5% | +31.7% | -3.9% |
| 5Y | -25.8% | -86.8% | +60.9% | -27.1% |
| All | -9.2% | -58.3% | +49.1% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling