-10.6%
BA vs RBRK
+62.9%
-73.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.0% |
| 7D | +5.9% | -12.5% | +18.4% | +6.6% |
| 30D | -8.2% | -3.0% | -5.1% | -8.2% |
| 3M | -25.4% | +46.9% | -72.3% | -27.6% |
| 6M | -20.0% | +105.4% | -125.4% | -24.5% |
| YTD | -18.5% | +55.6% | -74.1% | -22.9% |
| 1Y | -10.6% | +63.9% | -74.5% | -15.6% |
| All | -10.6% | +62.9% | -73.5% | -15.6% |
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