+11.7%
AMZN vs RBRK
+5.6%
+6.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +2.1% |
| 7D | -0.7% | -7.5% | +6.8% | -0.3% |
| 30D | -3.9% | -10.4% | +6.5% | -3.7% |
| 3M | +6.3% | +21.3% | -15.0% | +3.9% |
| 6M | +20.8% | +50.6% | -29.9% | +15.7% |
| YTD | +11.2% | +13.3% | -2.1% | +11.4% |
| 1Y | +11.7% | +11.2% | +0.4% | +13.5% |
| All | +11.7% | +5.6% | +6.1% | +13.5% |
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