+23.2%
ALL vs RBRK
+57.6%
-34.4%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.2% |
| 30D | -5.6% | -9.3% | +3.7% | -5.6% |
| 3M | +17.2% | +23.8% | -6.6% | +16.8% |
| 6M | +23.2% | +55.4% | -32.1% | +20.4% |
| All | +23.2% | +57.6% | -34.4% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling