+39.7%
BNY vs RBRK
+44.7%
-5.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | 0.0% | -8.2% | +8.2% | +0.3% |
| 30D | +7.4% | -9.0% | +16.3% | +7.7% |
| 3M | -4.3% | +12.7% | -17.1% | -4.7% |
| 6M | +16.2% | +75.7% | -59.5% | +12.1% |
| YTD | +33.9% | +42.9% | -9.0% | +28.4% |
| 1Y | +39.7% | +44.5% | -4.8% | +34.2% |
| All | +39.7% | +44.7% | -5.1% | +34.2% |
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 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