+306.8%
ALAB vs RBRK
+124.5%
+182.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.6% |
| 7D | -6.2% | -7.5% | +1.3% | -2.7% |
| 30D | -8.7% | -10.4% | +1.8% | -4.7% |
| 3M | -20.7% | +21.3% | -42.0% | -29.6% |
| 6M | +133.5% | +50.6% | +82.9% | +78.6% |
| YTD | +75.1% | +13.3% | +61.8% | +54.4% |
| 1Y | +25.0% | +11.2% | +13.8% | +11.7% |
| All | +306.8% | +124.5% | +182.3% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling