+54.4%
DLR vs ILMN
+118.2%
-63.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +3.3% | -2.9% | +6.2% | +3.7% |
| 30D | +4.6% | -23.8% | +28.4% | +7.3% |
| 3M | -8.3% | +7.5% | -15.7% | -9.4% |
| 6M | -5.6% | +42.8% | -48.4% | -10.0% |
| YTD | +18.7% | +57.8% | -39.1% | +11.3% |
| 1Y | +17.1% | +72.6% | -55.5% | +8.4% |
| 3Y | +54.4% | +129.3% | -75.0% | +38.5% |
| All | +54.4% | +118.2% | -63.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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