+47.9%
AMZN vs RBRK
+124.5%
-76.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +2.4% |
| 7D | -0.7% | -7.5% | +6.8% | +0.6% |
| 30D | -3.9% | -10.4% | +6.5% | -2.9% |
| 3M | +6.3% | +21.3% | -15.0% | +1.3% |
| 6M | +20.8% | +50.6% | -29.9% | +9.1% |
| YTD | +11.2% | +13.3% | -2.1% | +6.3% |
| 1Y | +11.7% | +11.2% | +0.4% | +6.2% |
| All | +47.9% | +124.5% | -76.6% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling