-1.4%
EW vs RBRK
+130.3%
-131.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.4% | -3.5% | +0.2% | -3.1% |
| 30D | -7.4% | -8.3% | +0.9% | -6.9% |
| 3M | +0.9% | +24.7% | -23.7% | -1.5% |
| 6M | +1.2% | +58.9% | -57.8% | -3.7% |
| YTD | +1.8% | +16.3% | -14.5% | -0.6% |
| 1Y | +10.8% | +10.1% | +0.7% | +8.3% |
| All | -1.4% | +130.3% | -131.7% | -12.9% |
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