+39.1%
AXP vs RBRK
+130.1%
-91.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.9% |
| 7D | -2.5% | +1.9% | -4.4% | -2.8% |
| 30D | -5.0% | -9.3% | +4.2% | -4.1% |
| 3M | +1.4% | +23.8% | -22.5% | -2.9% |
| 6M | +6.0% | +55.4% | -49.4% | -3.0% |
| YTD | -12.3% | +16.1% | -28.4% | -16.3% |
| 1Y | +0.3% | -9.8% | +10.1% | -0.8% |
| All | +39.1% | +130.1% | -91.0% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling