+308.4%
DPZ vs QSR
+211.4%
+96.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | +6.6% | +7.3% | -0.7% | +4.3% |
| 30D | +10.3% | +11.9% | -1.6% | +6.6% |
| 3M | -6.2% | +7.5% | -13.7% | -8.2% |
| 6M | +4.2% | +2.5% | +1.8% | +3.5% |
| YTD | -18.4% | +17.0% | -35.4% | -22.2% |
| 1Y | -14.9% | +18.1% | -33.1% | -19.2% |
| 3Y | -4.6% | +28.6% | -33.2% | -11.9% |
| 5Y | -27.4% | +55.8% | -83.2% | -36.5% |
| 10Y | +125.9% | +140.5% | -14.6% | +63.9% |
| All | +308.4% | +211.4% | +96.9% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling