+41.4%
D vs RBRK
+124.5%
-83.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -1.2% |
| 7D | -2.2% | -7.5% | +5.2% | -2.5% |
| 30D | -4.5% | -10.4% | +6.0% | -4.7% |
| 3M | -2.5% | +21.3% | -23.8% | -1.5% |
| 6M | +5.5% | +50.6% | -45.1% | +7.9% |
| YTD | +13.3% | +13.3% | 0.0% | +14.8% |
| 1Y | +11.8% | +11.2% | +0.6% | +13.5% |
| All | +41.4% | +124.5% | -83.1% | +48.8% |
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