+59.2%
ALB vs RBRK
+5.6%
+53.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.0% |
| 7D | -6.6% | -7.5% | +0.9% | -5.5% |
| 30D | -8.1% | -10.4% | +2.3% | -7.0% |
| 3M | -25.7% | +21.3% | -47.0% | -28.9% |
| 6M | -29.5% | +50.6% | -80.1% | -36.2% |
| YTD | -16.2% | +13.3% | -29.5% | -18.5% |
| 1Y | +59.2% | +11.2% | +48.0% | +57.7% |
| All | +59.2% | +5.6% | +53.7% | +57.7% |
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