+51.2%
CSX vs RBRK
+8.3%
+42.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.1% | -3.5% | +3.6% | +0.1% |
| 30D | -1.5% | -8.3% | +6.7% | -1.5% |
| 3M | +6.0% | +24.7% | -18.7% | +6.2% |
| 6M | +20.6% | +58.9% | -38.3% | +20.6% |
| YTD | +36.5% | +16.3% | +20.3% | +38.0% |
| All | +51.2% | +8.3% | +42.9% | +52.3% |
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