+59.7%
ILMN vs DPZ
+116.9%
-57.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.3% |
| 7D | -9.8% | +2.2% | -11.9% | -10.5% |
| 30D | -22.7% | +6.7% | -29.4% | -24.5% |
| 3M | +12.1% | -4.5% | +16.6% | +12.8% |
| 6M | +51.5% | +3.3% | +48.2% | +47.7% |
| YTD | +63.9% | -19.4% | +83.3% | +72.3% |
| 1Y | +76.6% | -17.3% | +93.8% | +83.9% |
| 3Y | +124.6% | -8.4% | +133.0% | +120.7% |
| 5Y | -42.7% | -28.2% | -14.5% | -40.7% |
| 10Y | +59.7% | +130.9% | -71.2% | +14.7% |
| All | +59.7% | +116.9% | -57.2% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling