-16.7%
RKT vs ILMN
-45.3%
+28.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.8% | +0.8% |
| 7D | +17.7% | -9.7% | +27.3% | +21.0% |
| 30D | +31.6% | -20.4% | +52.0% | +38.7% |
| 3M | +13.9% | +10.0% | +3.9% | +5.2% |
| 6M | +2.8% | +49.5% | -46.7% | -15.7% |
| YTD | -22.2% | +62.5% | -84.7% | -38.7% |
| 1Y | -3.5% | +76.0% | -79.5% | -26.1% |
| 3Y | +95.3% | +94.2% | +1.1% | +35.3% |
| 5Y | -0.4% | -46.3% | +45.9% | +2.1% |
| All | -16.7% | -45.3% | +28.7% | -24.1% |
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