+70.5%
ILMN vs RRC
+63.1%
+7.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | -2.6% | -10.3% | +7.8% | -1.3% |
| 30D | -20.6% | +19.5% | -40.1% | -22.4% |
| 3M | +17.5% | +27.9% | -10.5% | +13.8% |
| 6M | +55.6% | +21.2% | +34.4% | +51.5% |
| YTD | +68.3% | +39.6% | +28.8% | +60.7% |
| 1Y | +81.1% | +31.3% | +49.8% | +74.0% |
| 3Y | +112.2% | +51.9% | +60.2% | +99.0% |
| 5Y | -42.6% | +110.2% | -152.8% | -48.8% |
| 10Y | +70.5% | +56.7% | +13.8% | +37.9% |
| All | +70.5% | +63.1% | +7.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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