+60.7%
COP vs RBRK
+62.9%
-2.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -5.1% |
| 7D | -8.1% | -12.5% | +4.4% | -8.7% |
| 30D | +6.7% | -3.0% | +9.7% | +6.6% |
| 3M | +16.9% | +46.9% | -30.0% | +19.3% |
| 6M | +11.2% | +105.4% | -94.2% | +14.3% |
| YTD | +49.5% | +55.6% | -6.1% | +49.8% |
| 1Y | +60.7% | +63.9% | -3.2% | +61.1% |
| All | +60.7% | +62.9% | -2.2% | +61.1% |
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