+97.7%
AAPL vs RBRK
+124.5%
-26.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +2.0% |
| 7D | +3.8% | -7.5% | +11.3% | +4.6% |
| 30D | +9.9% | -10.4% | +20.4% | +10.7% |
| 3M | +12.5% | +21.3% | -8.8% | +9.6% |
| 6M | +27.6% | +50.6% | -23.0% | +20.8% |
| YTD | +22.6% | +13.3% | +9.3% | +19.4% |
| 1Y | +45.0% | +11.2% | +33.7% | +40.9% |
| All | +97.7% | +124.5% | -26.8% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling