+140.8%
C vs RBRK
+124.5%
+16.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.6% |
| 7D | +0.8% | -7.5% | +8.3% | +1.9% |
| 30D | +0.9% | -10.4% | +11.3% | +2.1% |
| 3M | +1.1% | +21.3% | -20.2% | -3.1% |
| 6M | +28.4% | +50.6% | -22.3% | +17.6% |
| YTD | +20.8% | +13.3% | +7.5% | +15.6% |
| 1Y | +43.4% | +11.2% | +32.2% | +36.5% |
| All | +140.8% | +124.5% | +16.3% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling