-39.9%
ACN vs RBRK
+130.3%
-170.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -7.9% | -3.5% | -4.4% | -7.4% |
| 30D | -1.1% | -8.3% | +7.2% | -0.3% |
| 3M | +5.6% | +24.7% | -19.1% | +1.3% |
| 6M | -9.9% | +58.9% | -68.9% | -16.8% |
| YTD | -32.3% | +16.3% | -48.6% | -35.7% |
| 1Y | -25.3% | +10.1% | -35.5% | -29.0% |
| All | -39.9% | +130.3% | -170.2% | -47.2% |
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