+59.8%
ILMN vs RCAT
-99.8%
+159.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +18.6% | -16.2% | +2.3% |
| 7D | -9.7% | -12.7% | +3.1% | -9.6% |
| 30D | -20.4% | -34.3% | +13.9% | -20.1% |
| 3M | +10.0% | -53.4% | +63.4% | +10.8% |
| 6M | +49.5% | -62.0% | +111.4% | +50.7% |
| YTD | +62.5% | -49.1% | +111.6% | +63.0% |
| 1Y | +76.0% | -53.1% | +129.1% | +76.6% |
| 3Y | +94.2% | +318.7% | -224.5% | +89.7% |
| 5Y | -46.3% | +48.5% | -94.8% | -47.4% |
| All | +59.8% | -99.8% | +159.6% | +51.9% |
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