-8.0%
BA vs RBRK
+6.4%
-14.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | -11.6% | +10.4% | -22.1% | -12.7% |
| 3M | -2.4% | +21.6% | -24.0% | -4.6% |
| 6M | -6.6% | +70.7% | -77.3% | -12.1% |
| YTD | -2.2% | +22.5% | -24.7% | -5.6% |
| 1Y | -8.0% | +8.2% | -16.2% | -10.9% |
| All | -8.0% | +6.4% | -14.5% | -10.9% |
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 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