+27.0%
ALL vs RBRK
+6.4%
+20.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | 0.0% | +0.7% | -0.6% | 0.0% |
| 30D | -1.5% | +10.4% | -11.9% | -1.1% |
| 3M | +23.6% | +21.6% | +2.0% | +24.7% |
| 6M | +22.3% | +70.7% | -48.4% | +24.8% |
| YTD | +26.5% | +22.5% | +4.0% | +27.2% |
| 1Y | +27.0% | +8.2% | +18.8% | +27.8% |
| All | +27.0% | +6.4% | +20.6% | +27.8% |
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