+40.7%
ILMN vs RCAT
+762.9%
-722.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | +1.2% | -1.4% | +2.6% | +1.3% |
| 30D | +9.2% | -3.3% | +12.5% | +9.2% |
| 3M | +29.8% | -43.2% | +73.1% | +33.1% |
| 6M | +69.2% | -43.2% | +112.4% | +71.8% |
| YTD | +66.4% | +5.5% | +60.8% | +62.2% |
| 1Y | +123.4% | -1.6% | +125.0% | +116.8% |
| All | +40.7% | +762.9% | -722.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling