+123.4%
ILMN vs RBRK
+6.4%
+117.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.9% |
| 7D | +1.2% | +0.7% | +0.6% | +1.1% |
| 30D | +9.2% | +10.4% | -1.3% | +6.6% |
| 3M | +29.8% | +21.6% | +8.2% | +23.9% |
| 6M | +69.2% | +70.7% | -1.5% | +48.5% |
| YTD | +66.4% | +22.5% | +43.9% | +59.0% |
| 1Y | +123.4% | +8.2% | +115.2% | +116.4% |
| All | +123.4% | +6.4% | +117.0% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling