+13.4%
AUR vs RBRK
+6.4%
+7.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | -0.2% |
| 7D | +8.7% | +0.7% | +8.1% | +8.5% |
| 30D | -5.2% | +10.4% | -15.7% | -9.5% |
| 3M | -7.3% | +21.6% | -29.0% | -14.8% |
| 6M | +41.2% | +70.7% | -29.5% | +14.5% |
| YTD | +65.1% | +22.5% | +42.6% | +43.3% |
| 1Y | +13.4% | +8.2% | +5.2% | +1.5% |
| All | +13.4% | +6.4% | +7.0% | +1.5% |
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