+56.0%
ILMN vs RL
+337.1%
-281.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | -2.9% | +2.6% | -5.5% | -3.6% |
| 30D | -23.8% | +2.9% | -26.8% | -24.4% |
| 3M | +7.5% | 0.0% | +7.5% | +7.3% |
| 6M | +42.8% | +17.1% | +25.7% | +35.3% |
| YTD | +57.8% | +10.1% | +47.7% | +51.2% |
| 1Y | +72.6% | +17.3% | +55.3% | +62.2% |
| 3Y | +129.3% | +249.3% | -120.0% | +56.1% |
| 5Y | -44.5% | +240.9% | -285.4% | -62.9% |
| All | +56.0% | +337.1% | -281.0% | -6.2% |
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