+58.0%
ILMN vs DPZ
+134.3%
-76.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | +0.7% | -2.5% | +3.2% | +1.4% |
| 30D | -22.7% | +12.5% | -35.3% | -25.7% |
| 3M | +8.6% | -5.2% | +13.8% | +9.6% |
| 6M | +43.8% | +8.8% | +35.1% | +38.0% |
| YTD | +59.8% | -18.7% | +78.4% | +67.5% |
| 1Y | +71.8% | -15.7% | +87.5% | +77.8% |
| 3Y | +119.0% | -7.5% | +126.5% | +114.6% |
| 5Y | -43.8% | -30.1% | -13.7% | -41.5% |
| All | +58.0% | +134.3% | -76.3% | +13.8% |
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