+258.5%
OKE vs ILMN
+28.7%
+229.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.4% |
| 7D | +1.2% | -5.4% | +6.6% | +2.4% |
| 30D | +4.5% | +7.0% | -2.5% | +2.7% |
| 3M | +9.6% | +24.2% | -14.6% | +4.0% |
| 6M | +15.4% | +69.9% | -54.5% | +1.6% |
| YTD | +36.5% | +57.4% | -20.9% | +21.3% |
| 1Y | +39.0% | +107.9% | -68.9% | +14.3% |
| 3Y | +74.3% | +37.1% | +37.2% | +52.2% |
| 5Y | +141.2% | -53.7% | +194.9% | +176.0% |
| All | +258.5% | +28.7% | +229.8% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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