+31.8%
ILMN vs DECK
+718.3%
-686.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -2.0% |
| 7D | +1.2% | -2.2% | +3.4% | +1.9% |
| 30D | +9.2% | -13.6% | +22.8% | +13.5% |
| 3M | +29.8% | -21.2% | +51.1% | +38.0% |
| 6M | +69.2% | -21.1% | +90.3% | +78.9% |
| YTD | +66.4% | -17.2% | +83.6% | +71.5% |
| 1Y | +123.4% | -30.7% | +154.2% | +140.8% |
| 3Y | +33.2% | -3.4% | +36.5% | +21.1% |
| 5Y | -52.0% | +25.5% | -77.5% | -61.5% |
| All | +31.8% | +718.3% | -686.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling