+10.3%
ALB vs RBRK
+130.3%
-120.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -7.6% | -3.5% | -4.1% | -7.0% |
| 30D | -5.6% | -8.3% | +2.7% | -4.6% |
| 3M | -16.8% | +24.7% | -41.5% | -21.1% |
| 6M | -26.3% | +58.9% | -85.2% | -34.2% |
| YTD | -13.2% | +16.3% | -29.5% | -17.8% |
| 1Y | +68.8% | +10.1% | +58.7% | +60.4% |
| All | +10.3% | +130.3% | -120.0% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling