-1.8%
ADSK vs RBRK
+124.5%
-126.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.9% |
| 7D | -2.5% | -7.5% | +5.0% | -0.9% |
| 30D | -14.9% | -10.4% | -4.5% | -13.1% |
| 3M | +3.3% | +21.3% | -18.0% | -1.5% |
| 6M | -15.7% | +50.6% | -66.3% | -23.8% |
| YTD | -28.2% | +13.3% | -41.5% | -32.0% |
| 1Y | -34.5% | +11.2% | -45.8% | -38.2% |
| All | -1.8% | +124.5% | -126.3% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling