+95.3%
RKT vs ILMN
+88.1%
+7.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +1.0% |
| 7D | +17.7% | -9.7% | +27.3% | +20.2% |
| 30D | +31.6% | -20.4% | +52.0% | +36.8% |
| 3M | +13.9% | +10.0% | +3.9% | +5.3% |
| 6M | +2.8% | +49.5% | -46.7% | -14.7% |
| YTD | -22.2% | +62.5% | -84.7% | -37.7% |
| 1Y | -3.5% | +76.0% | -79.5% | -24.6% |
| 3Y | +95.3% | +94.2% | +1.1% | +42.2% |
| All | +95.3% | +88.1% | +7.2% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling