+48.0%
COF vs RBRK
+124.5%
-76.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | -5.1% | -7.5% | +2.3% | -3.9% |
| 30D | -6.0% | -10.4% | +4.4% | -4.8% |
| 3M | +14.8% | +21.3% | -6.4% | +10.0% |
| 6M | +15.3% | +50.6% | -35.3% | +5.2% |
| YTD | -13.0% | +13.3% | -26.3% | -17.0% |
| 1Y | -5.7% | +11.2% | -17.0% | -10.5% |
| All | +48.0% | +124.5% | -76.5% | +17.8% |
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