+7.7%
AAL vs RBRK
+62.9%
-55.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.1% |
| 7D | +8.3% | -12.5% | +20.9% | +9.8% |
| 30D | +6.2% | -3.0% | +9.2% | +6.4% |
| 3M | -17.7% | +46.9% | -64.6% | -22.1% |
| 6M | +15.4% | +105.4% | -90.0% | +3.2% |
| YTD | -11.1% | +55.6% | -66.7% | -16.9% |
| 1Y | +7.7% | +63.9% | -56.2% | -0.1% |
| All | +7.7% | +62.9% | -55.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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