+59.8%
ILMN vs DPZ
+123.5%
-63.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.6% | +3.1% |
| 7D | -9.7% | +6.6% | -16.2% | -11.5% |
| 30D | -20.4% | +10.3% | -30.7% | -23.0% |
| 3M | +10.0% | -6.2% | +16.2% | +11.3% |
| 6M | +49.5% | +4.2% | +45.2% | +45.4% |
| YTD | +62.5% | -18.4% | +80.9% | +70.1% |
| 1Y | +76.0% | -14.9% | +90.9% | +81.6% |
| 3Y | +94.2% | -4.6% | +98.8% | +88.3% |
| 5Y | -46.3% | -27.4% | -18.9% | -44.7% |
| All | +59.8% | +123.5% | -63.7% | +22.6% |
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