+59.7%
ILMN vs RCAT
-99.6%
+159.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.8% | -2.6% |
| 7D | -9.8% | -5.6% | -4.2% | -9.7% |
| 30D | -22.7% | -27.0% | +4.3% | -22.5% |
| 3M | +12.1% | -57.9% | +70.0% | +13.0% |
| 6M | +51.5% | -59.4% | +110.9% | +52.6% |
| YTD | +63.9% | -46.9% | +110.8% | +64.3% |
| 1Y | +76.6% | -54.0% | +130.6% | +77.2% |
| 3Y | +124.6% | +378.4% | -253.8% | +119.1% |
| 5Y | -42.7% | +61.9% | -104.6% | -43.9% |
| 10Y | +59.7% | -99.6% | +159.3% | +53.4% |
| All | +59.7% | -99.6% | +159.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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