+7,648.9%
ILMN vs DPZ
+5,417.8%
+2,231.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.0% |
| 7D | +1.2% | -2.5% | +3.8% | +2.0% |
| 30D | +9.2% | -7.0% | +16.1% | +11.4% |
| 3M | +29.8% | +11.6% | +18.2% | +24.4% |
| 6M | +69.2% | -15.2% | +84.4% | +76.0% |
| YTD | +66.4% | -17.2% | +83.6% | +74.1% |
| 1Y | +123.4% | -24.8% | +148.3% | +140.2% |
| 3Y | +33.2% | -8.7% | +41.8% | +32.1% |
| 5Y | -52.0% | -28.9% | -23.0% | -49.2% |
| 10Y | +33.6% | +153.6% | -120.0% | -9.7% |
| All | +7,648.9% | +5,417.8% | +2,231.1% | +1,583.7% |
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