+26.3%
BA vs RBRK
+137.4%
-111.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | +2.5% | +3.7% | -1.2% | +1.9% |
| 30D | -10.1% | +1.7% | -11.8% | -10.8% |
| 3M | -2.4% | +27.7% | -30.1% | -6.9% |
| 6M | -8.8% | +60.3% | -69.1% | -17.0% |
| YTD | -2.9% | +19.8% | -22.8% | -7.5% |
| 1Y | -8.8% | -4.2% | -4.6% | -10.5% |
| All | +26.3% | +137.4% | -111.1% | +0.8% |
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