-32.1%
RIOT vs ILMN
-51.8%
+19.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.1% |
| 7D | +14.8% | +1.2% | +13.6% | +14.3% |
| 30D | +1.4% | +9.2% | -7.8% | -3.7% |
| 3M | -20.6% | +29.8% | -50.5% | -32.9% |
| 6M | +31.9% | +69.2% | -37.3% | -5.5% |
| YTD | +72.1% | +66.4% | +5.7% | +21.0% |
| 1Y | +65.7% | +123.4% | -57.7% | -9.8% |
| 3Y | +97.5% | +33.2% | +64.3% | +49.3% |
| All | -32.1% | -51.8% | +19.7% | +25.9% |
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