+114.9%
ILMN vs DINO
+115.8%
-0.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.0% | -3.0% |
| 7D | +1.9% | +4.2% | -2.3% | +2.4% |
| 30D | +12.3% | +33.9% | -21.6% | +15.6% |
| 3M | +33.5% | +50.5% | -17.0% | +39.9% |
| 6M | +69.4% | +95.2% | -25.8% | +85.8% |
| YTD | +60.9% | +140.6% | -79.6% | +78.9% |
| All | +114.9% | +115.8% | -0.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling