+124.6%
ILMN vs RBA
+51.9%
+72.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -9.8% | +3.2% | -13.0% | -10.4% |
| 30D | -22.7% | +12.0% | -34.8% | -24.8% |
| 3M | +12.1% | +2.9% | +9.2% | +11.1% |
| 6M | +51.5% | -6.3% | +57.7% | +51.9% |
| YTD | +63.9% | -5.9% | +69.7% | +62.9% |
| 1Y | +76.6% | -3.9% | +80.4% | +74.3% |
| 3Y | +124.6% | +64.9% | +59.7% | +86.8% |
| All | +124.6% | +51.9% | +72.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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