+76.0%
ILMN vs DPZ
-14.8%
+90.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.6% | +2.3% |
| 7D | -9.7% | +6.6% | -16.2% | -9.4% |
| 30D | -20.4% | +10.3% | -30.7% | -20.1% |
| 3M | +10.0% | -6.2% | +16.2% | +11.5% |
| 6M | +49.5% | +4.2% | +45.2% | +50.1% |
| YTD | +62.5% | -18.4% | +80.9% | +68.5% |
| 1Y | +76.0% | -14.9% | +90.9% | +79.1% |
| All | +76.0% | -14.8% | +90.8% | +79.1% |
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