+6.5%
ALB vs RBRK
+124.5%
-118.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.0% |
| 7D | -6.6% | -7.5% | +0.9% | -5.3% |
| 30D | -8.1% | -10.4% | +2.3% | -6.8% |
| 3M | -25.7% | +21.3% | -47.0% | -29.1% |
| 6M | -29.5% | +50.6% | -80.1% | -36.3% |
| YTD | -16.2% | +13.3% | -29.5% | -20.3% |
| 1Y | +59.2% | +11.2% | +48.0% | +51.1% |
| All | +6.5% | +124.5% | -118.0% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling