+76.6%
ILMN vs RCAT
-56.5%
+133.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.8% | -2.0% |
| 7D | -9.8% | -5.6% | -4.2% | -9.5% |
| 30D | -22.7% | -27.0% | +4.3% | -21.0% |
| 3M | +12.1% | -57.9% | +70.0% | +18.6% |
| 6M | +51.5% | -59.4% | +110.9% | +59.0% |
| YTD | +63.9% | -46.9% | +110.8% | +59.8% |
| 1Y | +76.6% | -54.0% | +130.6% | +73.6% |
| All | +76.6% | -56.5% | +133.0% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling