+106.4%
ILMN vs DECK
-11.0%
+117.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.0% | -10.9% | -6.0% |
| 7D | -21.6% | +10.4% | -31.9% | -23.1% |
| 30D | -22.9% | +11.1% | -34.0% | -24.6% |
| 3M | +11.6% | -10.8% | +22.4% | +13.8% |
| 6M | +62.5% | -8.7% | +71.3% | +64.2% |
| YTD | +72.7% | -14.0% | +86.8% | +75.1% |
| 1Y | +93.9% | +12.0% | +81.8% | +83.6% |
| All | +106.4% | -11.0% | +117.4% | +65.6% |
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