+130.9%
DPZ vs QSR
+130.9%
0.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +2.2% | +4.5% | -2.3% | +0.9% |
| 30D | +6.7% | +9.4% | -2.7% | +3.9% |
| 3M | -4.5% | +7.5% | -12.0% | -6.5% |
| 6M | +3.3% | -0.8% | +4.1% | +3.5% |
| YTD | -19.4% | +16.9% | -36.3% | -23.0% |
| 1Y | -17.3% | +16.3% | -33.6% | -20.9% |
| 3Y | -8.4% | +25.3% | -33.7% | -14.4% |
| 5Y | -28.2% | +60.4% | -88.6% | -36.9% |
| 10Y | +130.9% | +139.2% | -8.4% | +71.5% |
| All | +130.9% | +130.9% | 0.0% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling