+40.9%
AXP vs RBRK
+137.4%
-96.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +0.6% | +3.7% | -3.1% | 0.0% |
| 30D | -4.3% | +1.7% | -6.1% | -5.1% |
| 3M | +4.7% | +27.7% | -23.0% | -0.1% |
| 6M | +9.0% | +60.3% | -51.3% | -0.7% |
| YTD | -11.1% | +19.8% | -30.9% | -15.6% |
| 1Y | +1.3% | -4.2% | +5.4% | -0.9% |
| All | +40.9% | +137.4% | -96.4% | +10.5% |
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 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