-18.9%
ELV vs RBRK
+124.5%
-143.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.6% |
| 7D | +3.2% | -7.5% | +10.7% | +3.3% |
| 30D | +5.4% | -10.4% | +15.8% | +5.5% |
| 3M | +5.4% | +21.3% | -15.9% | +5.3% |
| 6M | +45.7% | +50.6% | -4.9% | +45.4% |
| YTD | +21.2% | +13.3% | +7.9% | +20.8% |
| 1Y | +35.6% | +11.2% | +24.4% | +35.1% |
| All | -18.9% | +124.5% | -143.4% | -19.3% |
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