+1,045.4%
ILMN vs RL
+2,670.6%
-1,625.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | +9.2% | -7.8% | +16.9% | +11.5% |
| 3M | +29.8% | -4.0% | +33.8% | +30.7% |
| 6M | +69.2% | -1.9% | +71.1% | +68.1% |
| YTD | +66.4% | -0.2% | +66.5% | +63.8% |
| 1Y | +123.4% | +10.7% | +112.7% | +113.1% |
| 3Y | +33.2% | +210.8% | -177.6% | -7.5% |
| 5Y | -52.0% | +238.2% | -290.2% | -68.1% |
| 10Y | +33.6% | +313.4% | -279.8% | -23.6% |
| All | +1,045.4% | +2,670.6% | -1,625.2% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling