+1,127.7%
RSP vs ILMN
+24,151.9%
-23,024.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | -0.3% | +9.2% | -9.5% | -1.9% |
| 3M | +4.3% | +29.8% | -25.6% | -0.5% |
| 6M | +8.8% | +69.2% | -60.4% | -1.0% |
| YTD | +15.3% | +66.4% | -51.1% | +4.8% |
| 1Y | +18.3% | +123.4% | -105.1% | +1.5% |
| 3Y | +52.8% | +33.2% | +19.6% | +39.5% |
| 5Y | +51.7% | -52.0% | +103.7% | +59.3% |
| 10Y | +208.5% | +33.6% | +174.9% | +166.1% |
| All | +1,127.7% | +24,151.9% | -23,024.2% | +566.4% |
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