+12.8%
EFA vs RBRK
+46.1%
-33.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.1% | +8.3% | -2.5% |
| 7D | -1.6% | -20.9% | +19.3% | -1.0% |
| 30D | -1.5% | -15.9% | +14.5% | -1.0% |
| 3M | -4.4% | +24.7% | -29.1% | -4.9% |
| 6M | +2.2% | +85.1% | -82.8% | +0.6% |
| YTD | +8.6% | +38.3% | -29.6% | +6.7% |
| 1Y | +12.8% | +46.2% | -33.3% | +10.8% |
| All | +12.8% | +46.1% | -33.3% | +10.8% |
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 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