+59.0%
ILMN vs DPZ
+129.5%
-70.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.0% | -3.5% | -2.5% | -5.0% |
| 30D | -23.0% | +5.7% | -28.7% | -24.6% |
| 3M | +10.4% | -7.5% | +17.9% | +12.2% |
| 6M | +49.4% | +6.2% | +43.2% | +44.4% |
| YTD | +62.3% | -19.8% | +82.1% | +70.9% |
| 1Y | +73.7% | -18.0% | +91.6% | +81.3% |
| 3Y | +122.5% | -8.8% | +131.3% | +119.0% |
| 5Y | -43.2% | -30.2% | -13.0% | -40.7% |
| 10Y | +59.0% | +132.0% | -73.1% | +14.6% |
| All | +59.0% | +129.5% | -70.6% | +14.6% |
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