+1.8%
ENB vs RBRK
+5.6%
-3.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -1.1% |
| 7D | -4.7% | -7.5% | +2.8% | -5.0% |
| 30D | -5.9% | -10.4% | +4.5% | -6.2% |
| 3M | -14.2% | +21.3% | -35.5% | -13.4% |
| 6M | -8.6% | +50.6% | -59.2% | -6.8% |
| YTD | +3.9% | +13.3% | -9.4% | +5.5% |
| 1Y | +1.8% | +11.2% | -9.4% | +3.7% |
| All | +1.8% | +5.6% | -3.8% | +3.7% |
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