+1.5%
AON vs RBRK
+46.1%
-44.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.1% | +11.1% | 0.0% |
| 7D | +7.3% | -20.9% | +28.2% | +7.6% |
| 30D | +26.0% | -15.9% | +42.0% | +26.2% |
| 3M | -4.1% | +24.7% | -28.8% | -5.2% |
| 6M | +10.0% | +85.1% | -75.1% | +7.3% |
| YTD | -1.7% | +38.3% | -39.9% | -6.0% |
| 1Y | +1.5% | +46.2% | -44.6% | -2.8% |
| All | +1.5% | +46.1% | -44.5% | -2.8% |
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