+55.3%
BE vs RBRK
+62.9%
-7.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -6.6% |
| 7D | -12.1% | -12.5% | +0.4% | -10.7% |
| 30D | -30.1% | -3.0% | -27.1% | -29.7% |
| 3M | -12.1% | +46.9% | -59.1% | -15.9% |
| 6M | -30.6% | +105.4% | -136.0% | -36.4% |
| YTD | +130.6% | +55.6% | +75.1% | +123.3% |
| 1Y | +55.3% | +63.9% | -8.6% | +56.8% |
| All | +55.3% | +62.9% | -7.6% | +56.8% |
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 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