+5,518.8%
OKE vs ILMN
+1,401.8%
+4,117.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | +9.4% | +9.2% | +0.2% | +8.1% |
| 3M | +8.6% | +29.8% | -21.3% | +4.8% |
| 6M | +15.3% | +69.2% | -53.9% | +7.4% |
| YTD | +34.8% | +66.4% | -31.6% | +25.4% |
| 1Y | +35.3% | +123.4% | -88.1% | +20.6% |
| 3Y | +69.5% | +33.2% | +36.3% | +57.9% |
| 5Y | +135.2% | -52.0% | +187.1% | +142.8% |
| 10Y | +261.7% | +33.6% | +228.1% | +229.4% |
| All | +5,518.8% | +1,401.8% | +4,117.0% | +3,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling