+26.0%
C vs RBRK
+62.9%
-36.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +1.5% |
| 7D | +1.1% | -12.5% | +13.6% | +1.9% |
| 30D | -2.4% | -3.0% | +0.6% | -2.3% |
| 3M | -8.4% | +46.9% | -55.3% | -11.5% |
| 6M | +0.3% | +105.4% | -105.1% | -7.3% |
| YTD | +9.1% | +55.6% | -46.5% | +1.9% |
| 1Y | +26.0% | +63.9% | -37.9% | +17.5% |
| All | +26.0% | +62.9% | -36.8% | +17.5% |
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