+76.6%
ILMN vs DPZ
-17.6%
+94.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.7% |
| 7D | -9.8% | +2.2% | -11.9% | -9.7% |
| 30D | -22.7% | +6.7% | -29.4% | -22.5% |
| 3M | +12.1% | -4.5% | +16.6% | +13.2% |
| 6M | +51.5% | +3.3% | +48.2% | +52.0% |
| YTD | +63.9% | -19.4% | +83.3% | +69.6% |
| 1Y | +76.6% | -17.3% | +93.8% | +80.6% |
| All | +76.6% | -17.6% | +94.1% | +80.6% |
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 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