-30.1%
DPZ vs QSR
+57.8%
-87.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.2% |
| 7D | -2.5% | -3.9% | +1.4% | -0.4% |
| 30D | +12.5% | +5.9% | +6.6% | +9.3% |
| 3M | -5.2% | +1.7% | -6.9% | -6.0% |
| 6M | +8.8% | -1.9% | +10.6% | +9.7% |
| YTD | -18.7% | +13.6% | -32.3% | -24.0% |
| 1Y | -15.7% | +13.1% | -28.8% | -21.1% |
| 3Y | -7.5% | +21.8% | -29.3% | -18.4% |
| 5Y | -30.1% | +57.2% | -87.3% | -47.8% |
| All | -30.1% | +57.8% | -87.9% | -47.8% |
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