+40.7%
ILMN vs RBA
+36.9%
+3.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | +9.2% | -12.3% | +21.5% | +13.0% |
| 3M | +29.8% | -20.5% | +50.4% | +36.8% |
| 6M | +69.2% | -18.5% | +87.7% | +76.4% |
| YTD | +66.4% | -18.2% | +84.6% | +71.9% |
| 1Y | +123.4% | -27.5% | +150.9% | +141.8% |
| All | +40.7% | +36.9% | +3.8% | +16.2% |
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