+29.5%
C vs RBRK
+62.6%
-33.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +3.2% | +3.7% | -0.5% | +3.0% |
| 30D | +1.3% | +1.7% | -0.4% | +1.0% |
| 3M | +3.1% | +27.7% | -24.6% | +1.1% |
| All | +29.5% | +62.6% | -33.1% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling