-8.4%
DPZ vs QSR
+26.9%
-35.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +2.4% | -5.0% | -3.6% |
| 30D | -7.0% | +7.6% | -14.6% | -10.1% |
| 3M | +11.6% | +12.6% | -1.0% | +5.7% |
| 6M | -15.2% | +14.4% | -29.5% | -20.1% |
| YTD | -17.2% | +19.6% | -36.9% | -23.7% |
| 1Y | -24.8% | +33.9% | -58.7% | -34.5% |
| All | -8.4% | +26.9% | -35.3% | -20.6% |
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