+139.0%
C vs RBRK
+130.1%
+8.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.2% |
| 7D | +2.6% | +1.9% | +0.7% | +2.3% |
| 30D | +1.9% | -9.3% | +11.2% | +2.9% |
| 3M | +2.8% | +23.8% | -21.0% | -1.7% |
| 6M | +30.6% | +55.4% | -24.8% | +19.1% |
| YTD | +19.9% | +16.1% | +3.7% | +14.3% |
| 1Y | +44.6% | -9.8% | +54.4% | +42.8% |
| All | +139.0% | +130.1% | +8.9% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling