-7.8%
DPZ vs QSR
+23.8%
-31.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.5% | -2.2% | -1.4% | -2.5% |
| 30D | +5.7% | +7.8% | -2.1% | +1.9% |
| 3M | -7.5% | +5.5% | -13.0% | -9.8% |
| 6M | +6.2% | -0.2% | +6.4% | +6.2% |
| YTD | -19.8% | +15.4% | -35.2% | -24.8% |
| 1Y | -18.0% | +15.3% | -33.3% | -23.2% |
| All | -7.8% | +23.8% | -31.6% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling