+1,045.4%
ILMN vs DINO
+33,087.4%
-32,042.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +1.2% | +5.7% | -4.5% | 0.0% |
| 30D | +9.2% | +27.8% | -18.6% | +3.5% |
| 3M | +29.8% | +45.6% | -15.8% | +19.4% |
| 6M | +69.2% | +88.5% | -19.3% | +46.4% |
| YTD | +66.4% | +134.1% | -67.7% | +36.3% |
| 1Y | +123.4% | +111.1% | +12.3% | +86.6% |
| 3Y | +33.2% | +109.1% | -75.9% | +9.4% |
| 5Y | -52.0% | +307.2% | -359.1% | -67.1% |
| 10Y | +33.6% | +495.9% | -462.3% | -26.0% |
| All | +1,045.4% | +33,087.4% | -32,042.1% | +23.5% |
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