+0.6%
AON vs RBRK
+124.5%
-123.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.6% |
| 7D | -6.3% | -7.5% | +1.2% | -6.1% |
| 30D | -14.1% | -10.4% | -3.7% | -13.9% |
| 3M | -9.5% | +21.3% | -30.8% | -10.3% |
| 6M | -4.0% | +50.6% | -54.7% | -6.0% |
| YTD | -13.8% | +13.3% | -27.1% | -14.9% |
| 1Y | -18.3% | +11.2% | -29.5% | -19.5% |
| All | +0.6% | +124.5% | -123.8% | -3.9% |
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