+7,286.0%
ILMN vs DPZ
+5,460.8%
+1,825.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.3% | -8.5% | -8.3% |
| 7D | -28.3% | +9.5% | -37.8% | -30.4% |
| 30D | -24.0% | +12.8% | -36.8% | -27.0% |
| 3M | +4.1% | -6.2% | +10.3% | +5.3% |
| 6M | +49.6% | +4.3% | +45.3% | +45.3% |
| YTD | +58.6% | -16.6% | +75.2% | +64.5% |
| 1Y | +69.9% | -12.8% | +82.7% | +73.6% |
| 3Y | +82.9% | -0.8% | +83.7% | +75.7% |
| 5Y | -47.6% | -25.8% | -21.8% | -45.6% |
| 10Y | +58.8% | +130.9% | -72.1% | +9.9% |
| All | +7,286.0% | +5,460.8% | +1,825.1% | +1,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling