-3.5%
RKT vs ILMN
+74.0%
-77.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +1.3% |
| 7D | +17.7% | -9.7% | +27.3% | +19.1% |
| 30D | +31.6% | -20.4% | +52.0% | +33.5% |
| 3M | +13.9% | +10.0% | +3.9% | -0.1% |
| 6M | +2.8% | +49.5% | -46.7% | -23.2% |
| YTD | -22.2% | +62.5% | -84.7% | -48.1% |
| 1Y | -3.5% | +76.0% | -79.5% | -44.2% |
| All | -3.5% | +74.0% | -77.5% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling