+93.9%
ILMN vs DTE
+5.6%
+88.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -4.2% |
| 7D | -21.6% | +4.2% | -25.8% | -20.7% |
| 30D | -22.9% | +10.0% | -32.9% | -21.2% |
| 3M | +11.6% | -2.1% | +13.7% | +13.5% |
| 6M | +62.5% | -4.7% | +67.2% | +66.1% |
| YTD | +72.7% | +9.3% | +63.4% | +70.2% |
| 1Y | +93.9% | +6.6% | +87.2% | +93.6% |
| All | +93.9% | +5.6% | +88.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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