+58.6%
BMY vs RBRK
+124.5%
-65.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.3% |
| 7D | -4.8% | -7.5% | +2.7% | -5.0% |
| 30D | -0.1% | -10.4% | +10.3% | -0.4% |
| 3M | +13.1% | +21.3% | -8.2% | +14.1% |
| 6M | +8.4% | +50.6% | -42.2% | +10.3% |
| YTD | +22.0% | +13.3% | +8.7% | +23.5% |
| 1Y | +40.3% | +11.2% | +29.0% | +42.0% |
| All | +58.6% | +124.5% | -65.9% | +60.3% |
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