+40.5%
ALL vs RBRK
+62.9%
-22.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +3.0% |
| 7D | +7.5% | -12.5% | +20.0% | +7.1% |
| 30D | +19.7% | -3.0% | +22.7% | +19.6% |
| 3M | +2.9% | +46.9% | -44.0% | +4.0% |
| 6M | +23.5% | +105.4% | -81.9% | +26.9% |
| YTD | +31.1% | +55.6% | -24.4% | +31.9% |
| 1Y | +40.5% | +63.9% | -23.4% | +42.5% |
| All | +40.5% | +62.9% | -22.4% | +42.5% |
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