+22.6%
D vs RBRK
+62.9%
-40.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.6% |
| 7D | +8.5% | -12.5% | +21.0% | +7.7% |
| 30D | +14.3% | -3.0% | +17.3% | +14.2% |
| 3M | +1.8% | +46.9% | -45.1% | +4.8% |
| 6M | +13.0% | +105.4% | -92.4% | +20.0% |
| YTD | +22.7% | +55.6% | -32.8% | +27.1% |
| 1Y | +22.6% | +63.9% | -41.3% | +27.3% |
| All | +22.6% | +62.9% | -40.3% | +27.3% |
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