+39.0%
AXP vs RBRK
+184.7%
-145.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.1% | +3.9% | -4.0% | -0.7% |
| 30D | +4.4% | -3.5% | +8.0% | +4.6% |
| 3M | -6.4% | +4.6% | -11.0% | -7.9% |
| 6M | +4.2% | +84.7% | -80.6% | -7.1% |
| YTD | -12.4% | +43.7% | -56.0% | -19.4% |
| 1Y | -11.1% | +55.8% | -66.9% | -19.9% |
| All | +39.0% | +184.7% | -145.7% | +5.5% |
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 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