-45.7%
RDDT vs ILMN
+92.1%
-137.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.9% | +10.9% | +8.7% |
| 7D | -24.4% | -21.6% | -2.8% | -11.2% |
| 30D | -32.3% | -22.9% | -9.4% | -20.2% |
| 3M | -36.3% | +11.6% | -47.9% | -38.1% |
| 6M | -39.7% | +62.5% | -102.3% | -55.3% |
| YTD | -55.7% | +72.7% | -128.4% | -69.3% |
| 1Y | -45.7% | +93.9% | -139.6% | -67.9% |
| All | -45.7% | +92.1% | -137.9% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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