+93.9%
ILMN vs DPZ
-14.7%
+108.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.3% | -4.5% |
| 7D | -21.6% | +10.1% | -31.7% | -21.1% |
| 30D | -22.9% | +14.6% | -37.5% | -22.5% |
| 3M | +11.6% | -6.8% | +18.3% | +13.3% |
| 6M | +62.5% | +4.4% | +58.2% | +64.1% |
| YTD | +72.7% | -16.8% | +89.6% | +78.1% |
| 1Y | +93.9% | -14.5% | +108.3% | +98.2% |
| All | +93.9% | -14.7% | +108.5% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling