+73.7%
ILMN vs DPZ
-17.9%
+91.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -6.0% | -3.5% | -2.5% | -6.2% |
| 30D | -23.0% | +5.7% | -28.7% | -22.9% |
| 3M | +10.4% | -7.5% | +17.9% | +11.8% |
| 6M | +49.4% | +6.2% | +43.2% | +49.1% |
| YTD | +62.3% | -19.8% | +82.1% | +67.9% |
| 1Y | +73.7% | -18.0% | +91.6% | +77.8% |
| All | +73.7% | -17.9% | +91.6% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling