+36.9%
COR vs RBRK
+124.5%
-87.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.1% |
| 7D | -2.8% | -7.5% | +4.7% | -3.0% |
| 30D | +2.6% | -10.4% | +13.0% | +2.4% |
| 3M | +14.5% | +21.3% | -6.8% | +15.0% |
| 6M | -7.8% | +50.6% | -58.5% | -7.0% |
| YTD | -4.2% | +13.3% | -17.5% | -3.7% |
| 1Y | +7.0% | +11.2% | -4.2% | +7.6% |
| All | +36.9% | +124.5% | -87.6% | +37.7% |
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