+36.6%
BP vs RBRK
+62.9%
-26.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.0% |
| 7D | -8.4% | -12.5% | +4.1% | -9.2% |
| 30D | +2.2% | -3.0% | +5.2% | +2.2% |
| 3M | +8.8% | +46.9% | -38.1% | +12.4% |
| 6M | -0.5% | +105.4% | -105.9% | +5.6% |
| YTD | +36.2% | +55.6% | -19.4% | +39.3% |
| 1Y | +36.6% | +63.9% | -27.3% | +43.0% |
| All | +36.6% | +62.9% | -26.3% | +43.0% |
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