-20.3%
RIOT vs ILMN
+92.1%
-112.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.9% | +14.5% | +11.6% |
| 7D | +6.4% | -21.6% | +27.9% | +16.1% |
| 30D | -20.4% | -22.9% | +2.4% | -12.8% |
| 3M | -28.7% | +11.6% | -40.3% | -32.0% |
| 6M | -17.7% | +62.5% | -80.3% | -30.2% |
| YTD | +21.3% | +72.7% | -51.4% | -11.7% |
| 1Y | -20.3% | +93.9% | -114.1% | -50.0% |
| All | -20.3% | +92.1% | -112.4% | -50.0% |
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