+2,787.4%
BE vs RBRK
+124.5%
+2,663.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.5% | +9.2% | +7.2% |
| 7D | +9.0% | -7.5% | +16.5% | +10.7% |
| 30D | +16.3% | -10.4% | +26.7% | +18.2% |
| 3M | +10.8% | +21.3% | -10.5% | +5.3% |
| 6M | +73.2% | +50.6% | +22.6% | +54.2% |
| YTD | +217.4% | +13.3% | +204.1% | +200.4% |
| 1Y | +309.8% | +11.2% | +298.5% | +288.7% |
| All | +2,787.4% | +124.5% | +2,663.0% | +2,123.2% |
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