+61.0%
OKE vs ILMN
+118.2%
-57.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +5.4% | -2.9% | +8.2% | +5.5% |
| 30D | -1.3% | -23.8% | +22.5% | -0.4% |
| 3M | -2.0% | +7.5% | -9.5% | -3.1% |
| 6M | +3.4% | +42.8% | -39.3% | +0.3% |
| YTD | +28.2% | +57.8% | -29.7% | +22.7% |
| 1Y | +35.7% | +72.6% | -36.9% | +28.5% |
| 3Y | +61.0% | +129.3% | -68.3% | +42.0% |
| All | +61.0% | +118.2% | -57.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling