+528.1%
RIOT vs ILMN
+25.5%
+502.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.9% |
| 7D | +18.4% | -3.9% | +22.3% | +21.4% |
| 30D | +13.8% | +6.9% | +6.9% | +9.5% |
| 3M | -12.7% | +28.1% | -40.9% | -25.6% |
| 6M | +50.1% | +65.0% | -14.8% | +9.6% |
| YTD | +74.2% | +56.3% | +17.9% | +28.1% |
| 1Y | +45.1% | +108.7% | -63.6% | -16.1% |
| 3Y | +101.6% | +33.1% | +68.5% | +49.9% |
| 5Y | -29.6% | -54.1% | +24.5% | +4.0% |
| 10Y | +528.1% | +27.8% | +500.3% | +604.8% |
| All | +528.1% | +25.5% | +502.7% | +604.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling