+24.3%
ILMN vs DTE
+137.8%
-113.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.1% |
| 7D | -5.4% | -2.6% | -2.8% | -4.5% |
| 30D | +7.0% | -4.4% | +11.4% | +8.8% |
| 3M | +24.2% | -8.3% | +32.5% | +28.1% |
| 6M | +69.9% | -8.1% | +78.0% | +74.4% |
| YTD | +57.4% | +4.4% | +53.0% | +53.3% |
| 1Y | +107.9% | +0.2% | +107.7% | +105.2% |
| 3Y | +37.1% | +42.6% | -5.5% | +15.3% |
| 5Y | -53.7% | +31.5% | -85.1% | -59.8% |
| All | +24.3% | +137.8% | -113.5% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling