-42.6%
ILMN vs DINO
+253.3%
-295.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.2% |
| 7D | -2.6% | -10.7% | +8.1% | -1.0% |
| 30D | -20.6% | -17.8% | -2.9% | -18.6% |
| 3M | +17.5% | +23.3% | -5.8% | +13.5% |
| 6M | +55.6% | +39.6% | +16.1% | +47.4% |
| YTD | +68.3% | +121.6% | -53.2% | +46.5% |
| 1Y | +81.1% | +88.2% | -7.1% | +62.4% |
| 3Y | +112.2% | +114.4% | -2.3% | +79.7% |
| 5Y | -42.6% | +248.7% | -291.3% | -53.0% |
| All | -42.6% | +253.3% | -295.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling