+89.5%
ILMN vs DECK
-12.4%
+101.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.6% | -7.9% |
| 7D | -28.3% | +6.0% | -34.3% | -29.1% |
| 30D | -24.0% | +7.4% | -31.4% | -25.2% |
| 3M | +4.1% | -11.7% | +15.7% | +6.4% |
| 6M | +49.6% | -11.0% | +60.5% | +51.9% |
| YTD | +58.6% | -15.4% | +74.0% | +61.3% |
| 1Y | +69.9% | +7.2% | +62.6% | +62.5% |
| All | +89.5% | -12.4% | +101.9% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling