+66.5%
USO vs ILMN
+28.5%
+38.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.1% | +3.1% |
| 7D | +3.6% | +1.9% | +1.7% | +3.4% |
| 30D | +23.8% | +12.3% | +11.5% | +22.5% |
| 3M | +8.1% | +33.5% | -25.5% | +5.4% |
| 6M | +34.3% | +69.4% | -35.1% | +27.9% |
| YTD | +111.1% | +60.9% | +50.2% | +101.6% |
| 1Y | +99.9% | +115.0% | -15.0% | +84.5% |
| 3Y | +86.5% | +37.0% | +49.5% | +77.2% |
| 5Y | +200.5% | -53.1% | +253.7% | +221.2% |
| 10Y | +66.5% | +27.6% | +39.0% | +54.0% |
| All | +66.5% | +28.5% | +38.1% | +54.0% |
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 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