+40.7%
ILMN vs DRI
+53.9%
-13.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | +9.2% | +3.8% | +5.3% | +7.8% |
| 3M | +29.8% | +13.0% | +16.8% | +24.1% |
| 6M | +69.2% | +8.3% | +60.9% | +63.7% |
| YTD | +66.4% | +20.6% | +45.8% | +52.7% |
| 1Y | +123.4% | +6.5% | +116.9% | +114.8% |
| All | +40.7% | +53.9% | -13.2% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling