+81.4%
ILMN vs DRI
+32.5%
+48.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.8% |
| 7D | -2.6% | +3.1% | -5.7% | -2.1% |
| 30D | -20.6% | +16.2% | -36.9% | -19.6% |
| 3M | +17.5% | +8.4% | +9.1% | +18.8% |
| 6M | +55.6% | +19.0% | +36.6% | +56.1% |
| YTD | +68.3% | +28.8% | +39.5% | +58.2% |
| All | +81.4% | +32.5% | +48.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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