+59.7%
ILMN vs RL
+369.1%
-309.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | -9.8% | +1.3% | -11.1% | -10.1% |
| 30D | -22.7% | +7.6% | -30.4% | -24.3% |
| 3M | +12.1% | -1.5% | +13.6% | +12.3% |
| 6M | +51.5% | +12.1% | +39.4% | +45.3% |
| YTD | +63.9% | +13.9% | +49.9% | +55.5% |
| 1Y | +76.6% | +20.7% | +55.9% | +64.7% |
| 3Y | +124.6% | +260.6% | -136.0% | +51.7% |
| 5Y | -42.7% | +248.9% | -291.6% | -61.9% |
| 10Y | +59.7% | +355.9% | -296.2% | -5.0% |
| All | +59.7% | +369.1% | -309.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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