+61.5%
ALB vs RBRK
+6.4%
+55.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.7% |
| 7D | -8.1% | +0.7% | -8.7% | -8.2% |
| 30D | +6.3% | +10.4% | -4.2% | +4.2% |
| 3M | -23.6% | +21.6% | -45.2% | -26.1% |
| 6M | -24.6% | +70.7% | -95.3% | -32.0% |
| YTD | -10.3% | +22.5% | -32.7% | -14.3% |
| 1Y | +61.5% | +8.2% | +53.2% | +53.9% |
| All | +61.5% | +6.4% | +55.0% | +53.9% |
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 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