+56.0%
ILMN vs DPZ
+140.2%
-84.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.9% |
| 7D | -2.9% | +2.2% | -5.1% | -3.5% |
| 30D | -23.8% | +15.5% | -39.3% | -27.3% |
| 3M | +7.5% | -2.0% | +9.5% | +7.3% |
| 6M | +42.8% | +12.1% | +30.6% | +35.7% |
| YTD | +57.8% | -16.6% | +74.4% | +64.2% |
| 1Y | +72.6% | -14.6% | +87.2% | +78.1% |
| 3Y | +129.3% | -4.1% | +133.5% | +122.2% |
| 5Y | -44.5% | -28.3% | -16.2% | -42.6% |
| All | +56.0% | +140.2% | -84.2% | +11.6% |
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