+123.4%
ILMN vs DTE
+3.0%
+120.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.7% |
| 7D | +1.2% | +0.2% | +1.1% | +1.3% |
| 30D | +9.2% | -2.6% | +11.7% | +8.6% |
| 3M | +29.8% | -3.9% | +33.7% | +29.5% |
| 6M | +69.2% | -7.9% | +77.1% | +67.2% |
| YTD | +66.4% | +7.2% | +59.2% | +74.4% |
| 1Y | +123.4% | +3.1% | +120.3% | +125.7% |
| All | +123.4% | +3.0% | +120.4% | +125.7% |
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