+54.6%
ALL vs RBRK
+124.5%
-69.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -2.3% | -7.5% | +5.2% | -2.1% |
| 30D | -0.4% | -10.4% | +10.0% | -0.3% |
| 3M | +16.0% | +21.3% | -5.2% | +15.3% |
| 6M | +24.6% | +50.6% | -26.1% | +22.8% |
| YTD | +23.7% | +13.3% | +10.4% | +23.1% |
| 1Y | +27.7% | +11.2% | +16.5% | +27.0% |
| All | +54.6% | +124.5% | -69.9% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling