+169.9%
B vs RBRK
+124.5%
+45.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -2.4% | -7.5% | +5.1% | -1.7% |
| 30D | +6.3% | -10.4% | +16.8% | +7.3% |
| 3M | +12.1% | +21.3% | -9.1% | +9.5% |
| 6M | -3.1% | +50.6% | -53.7% | -7.7% |
| YTD | +2.0% | +13.3% | -11.3% | -0.6% |
| 1Y | +51.7% | +11.2% | +40.4% | +47.5% |
| All | +169.9% | +124.5% | +45.4% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling