-4.1%
EW vs RBRK
+124.5%
-128.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.2% | -2.6% |
| 7D | -6.2% | -7.5% | +1.3% | -5.5% |
| 30D | -9.3% | -10.4% | +1.1% | -8.7% |
| 3M | -1.6% | +21.3% | -22.9% | -3.8% |
| 6M | -0.8% | +50.6% | -51.5% | -5.2% |
| YTD | -1.0% | +13.3% | -14.3% | -3.1% |
| 1Y | +8.2% | +11.2% | -3.1% | +5.5% |
| All | -4.1% | +124.5% | -128.6% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling