+70.5%
ILMN vs RL
+397.7%
-327.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +2.0% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -20.6% | +7.3% | -28.0% | -22.2% |
| 3M | +17.5% | +1.0% | +16.4% | +16.9% |
| 6M | +55.6% | +11.8% | +43.8% | +49.4% |
| YTD | +68.3% | +13.6% | +54.7% | +59.8% |
| 1Y | +81.1% | +24.0% | +57.1% | +67.5% |
| 3Y | +112.2% | +256.6% | -144.4% | +43.5% |
| 5Y | -42.6% | +240.2% | -282.8% | -61.7% |
| 10Y | +70.5% | +373.0% | -302.5% | +2.8% |
| All | +70.5% | +397.7% | -327.2% | +2.8% |
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