+72.6%
ILMN vs DPZ
-13.7%
+86.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -2.7% |
| 30D | -23.8% | +15.5% | -39.3% | -23.5% |
| 3M | +7.5% | -2.0% | +9.5% | +8.9% |
| 6M | +42.8% | +12.1% | +30.6% | +42.5% |
| YTD | +57.8% | -16.6% | +74.4% | +64.0% |
| 1Y | +72.6% | -14.6% | +87.2% | +77.3% |
| All | +72.6% | -13.7% | +86.3% | +77.3% |
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