-20.1%
RKT vs ILMN
-45.4%
+25.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -3.8% | -6.0% | +2.2% | -1.9% |
| 30D | +32.8% | -23.0% | +55.9% | +41.8% |
| 3M | +0.8% | +10.4% | -9.6% | -6.9% |
| 6M | -2.6% | +49.4% | -52.0% | -20.2% |
| YTD | -25.4% | +62.3% | -87.8% | -41.2% |
| 1Y | -19.1% | +73.7% | -92.8% | -37.8% |
| 3Y | +83.2% | +122.5% | -39.3% | +20.7% |
| 5Y | +0.8% | -43.2% | +44.0% | +1.9% |
| All | -20.1% | -45.4% | +25.3% | -27.2% |
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