+72.6%
ILMN vs RL
+15.3%
+57.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | -2.9% | +2.6% | -5.5% | -3.3% |
| 30D | -23.8% | +2.9% | -26.8% | -23.8% |
| 3M | +7.5% | 0.0% | +7.5% | +7.7% |
| 6M | +42.8% | +17.1% | +25.7% | +39.0% |
| YTD | +57.8% | +10.1% | +47.7% | +52.0% |
| 1Y | +72.6% | +17.3% | +55.3% | +61.1% |
| All | +72.6% | +15.3% | +57.4% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling