+29.4%
B vs RBRK
+62.9%
-33.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +8.2% |
| 7D | +1.1% | -12.5% | +13.6% | +2.1% |
| 30D | +0.3% | -3.0% | +3.3% | +0.5% |
| 3M | +5.4% | +46.9% | -41.5% | +1.9% |
| 6M | +5.5% | +105.4% | -99.9% | -0.8% |
| YTD | -6.3% | +55.6% | -61.9% | -11.3% |
| 1Y | +29.4% | +63.9% | -34.5% | +23.2% |
| All | +29.4% | +62.9% | -33.5% | +23.2% |
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