+7.4%
EEM vs RBRK
+46.1%
-38.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -11.1% | +5.3% | -5.0% |
| 7D | -7.4% | -20.9% | +13.4% | -6.0% |
| 30D | -15.0% | -15.9% | +1.0% | -14.0% |
| 3M | -11.7% | +24.7% | -36.3% | -12.8% |
| 6M | -10.8% | +85.1% | -95.9% | -14.4% |
| YTD | +6.7% | +38.3% | -31.6% | +3.2% |
| 1Y | +7.4% | +46.2% | -38.8% | +3.6% |
| All | +7.4% | +46.1% | -38.7% | +3.6% |
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