-28.8%
DPZ vs QSR
+49.2%
-78.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +2.4% | -5.0% | -3.7% |
| 30D | -7.0% | +7.6% | -14.6% | -10.3% |
| 3M | +11.6% | +12.6% | -1.0% | +5.4% |
| 6M | -15.2% | +14.4% | -29.5% | -20.5% |
| YTD | -17.2% | +19.6% | -36.9% | -24.3% |
| 1Y | -24.8% | +33.9% | -58.7% | -35.1% |
| 3Y | -8.7% | +27.1% | -35.8% | -20.4% |
| All | -28.8% | +49.2% | -78.1% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling