+75.7%
EEM vs RBRK
+124.5%
-48.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -1.3% | -7.5% | +6.2% | -0.6% |
| 30D | +2.1% | -10.4% | +12.5% | +2.8% |
| 3M | +1.0% | +21.3% | -20.2% | -1.2% |
| 6M | +15.9% | +50.6% | -34.7% | +10.7% |
| YTD | +24.6% | +13.3% | +11.3% | +21.8% |
| 1Y | +32.3% | +11.2% | +21.0% | +29.0% |
| All | +75.7% | +124.5% | -48.8% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling