+175.5%
B vs RBRK
+130.1%
+45.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | +1.0% | +1.9% | -0.8% | +0.8% |
| 30D | +9.5% | -9.3% | +18.8% | +10.3% |
| 3M | +14.3% | +23.8% | -9.5% | +11.4% |
| 6M | -1.9% | +55.4% | -57.2% | -6.9% |
| YTD | +4.1% | +16.1% | -12.1% | +1.2% |
| 1Y | +56.1% | -9.8% | +65.9% | +54.5% |
| All | +175.5% | +130.1% | +45.4% | +144.9% |
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