-55.7%
RIOT vs ILMN
-43.3%
-12.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.1% | +3.5% |
| 7D | +49.2% | -2.6% | +51.7% | +51.5% |
| 30D | +4.6% | -20.6% | +25.2% | +19.2% |
| 3M | -13.9% | +17.5% | -31.4% | -24.0% |
| 6M | -26.7% | +55.6% | -82.3% | -46.3% |
| YTD | +39.4% | +68.3% | -28.9% | -5.4% |
| 1Y | +3.8% | +81.1% | -77.3% | -32.5% |
| 3Y | +73.0% | +112.2% | -39.2% | -12.6% |
| 5Y | -55.7% | -42.6% | -13.1% | -29.9% |
| All | -55.7% | -43.3% | -12.4% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling