+72.6%
ILMN vs RCAT
-54.8%
+127.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | -2.9% | -5.9% | +3.1% | -2.3% |
| 30D | -23.8% | -19.7% | -4.2% | -22.3% |
| 3M | +7.5% | -62.9% | +70.3% | +15.0% |
| 6M | +42.8% | -59.6% | +102.3% | +50.7% |
| YTD | +57.8% | -52.1% | +109.9% | +55.6% |
| 1Y | +72.6% | -50.9% | +123.5% | +68.0% |
| All | +72.6% | -54.8% | +127.4% | +68.0% |
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