+58.0%
ILMN vs RCAT
-99.8%
+157.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.3% | +6.7% | -1.5% |
| 7D | +0.7% | +15.6% | -14.8% | +0.6% |
| 30D | -22.7% | -24.1% | +1.4% | -22.5% |
| 3M | +8.6% | -61.9% | +70.5% | +9.7% |
| 6M | +43.8% | -64.3% | +108.1% | +45.1% |
| YTD | +59.8% | -50.4% | +110.1% | +60.3% |
| 1Y | +71.8% | -54.0% | +125.8% | +72.4% |
| 3Y | +119.0% | +347.2% | -228.2% | +113.8% |
| 5Y | -43.8% | +45.7% | -89.6% | -44.9% |
| All | +58.0% | -99.8% | +157.8% | +46.2% |
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