+1,017.6%
ILMN vs DINO
+31,928.8%
-30,911.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.6% |
| 7D | -6.0% | -2.7% | -3.3% | -5.4% |
| 30D | -23.0% | -17.2% | -5.8% | -20.1% |
| 3M | +10.4% | +18.9% | -8.5% | +5.9% |
| 6M | +49.4% | +40.6% | +8.8% | +37.7% |
| YTD | +62.3% | +125.9% | -63.6% | +33.5% |
| 1Y | +73.7% | +90.9% | -17.2% | +48.1% |
| 3Y | +122.5% | +113.4% | +9.2% | +81.8% |
| 5Y | -43.2% | +258.3% | -301.5% | -60.0% |
| 10Y | +59.0% | +446.1% | -387.2% | -10.0% |
| All | +1,017.6% | +31,928.8% | -30,911.2% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling