+95.2%
RDDT vs ILMN
+51.2%
+43.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +3.5% | -2.9% | +6.4% | +4.8% |
| 30D | -33.7% | -23.8% | -9.9% | -24.9% |
| 3M | -37.7% | +7.5% | -45.2% | -38.0% |
| 6M | -36.1% | +42.8% | -78.9% | -42.8% |
| YTD | -57.2% | +57.8% | -115.0% | -63.1% |
| 1Y | -48.0% | +72.6% | -120.6% | -56.4% |
| All | +95.2% | +51.2% | +43.9% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling