+40.7%
ILMN vs DPZ
-9.3%
+50.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | +1.2% | -2.5% | +3.8% | +1.7% |
| 30D | +9.2% | -7.0% | +16.1% | +10.7% |
| 3M | +29.8% | +11.6% | +18.2% | +26.0% |
| 6M | +69.2% | -15.2% | +84.4% | +75.6% |
| YTD | +66.4% | -17.2% | +83.6% | +73.4% |
| 1Y | +123.4% | -24.8% | +148.3% | +139.6% |
| All | +40.7% | -9.3% | +50.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling