+650.9%
RIOT vs ILMN
+39.9%
+611.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.9% |
| 7D | +29.0% | -9.8% | +38.7% | +36.1% |
| 30D | +7.1% | -22.7% | +29.8% | +22.9% |
| 3M | -6.8% | +12.1% | -18.9% | -14.4% |
| 6M | -24.9% | +51.5% | -76.4% | -42.6% |
| YTD | +42.7% | +63.9% | -21.2% | +2.0% |
| 1Y | +4.4% | +76.6% | -72.2% | -28.3% |
| 3Y | +74.5% | +124.6% | -50.1% | -5.4% |
| 5Y | -50.5% | -42.7% | -7.7% | -39.3% |
| 10Y | +685.8% | +59.7% | +626.2% | +806.5% |
| All | +650.9% | +39.9% | +611.0% | +787.9% |
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 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