+11.9%
COST vs RBRK
+62.9%
-51.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +2.8% |
| 7D | +6.6% | -12.5% | +19.2% | +5.9% |
| 30D | +13.5% | -3.0% | +16.5% | +13.4% |
| 3M | +10.6% | +46.9% | -36.4% | +13.0% |
| 6M | +3.6% | +105.4% | -101.8% | +7.7% |
| YTD | +22.1% | +55.6% | -33.5% | +25.6% |
| 1Y | +11.9% | +63.9% | -52.0% | +15.0% |
| All | +11.9% | +62.9% | -51.0% | +15.0% |
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 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