+206.2%
RDDT vs ILMN
+59.4%
+146.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +1.0% | +1.2% | -0.3% | +0.5% |
| 30D | -0.5% | +9.2% | -9.7% | -4.0% |
| 3M | -16.0% | +29.8% | -45.9% | -24.2% |
| 6M | +4.9% | +69.2% | -64.3% | -13.7% |
| YTD | -32.8% | +66.4% | -99.2% | -44.6% |
| 1Y | -33.5% | +123.4% | -156.9% | -49.8% |
| All | +206.2% | +59.4% | +146.8% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling