+30.2%
EWJ vs RBRK
+6.4%
+23.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +3.3% | +10.4% | -7.2% | +2.7% |
| 3M | +5.0% | +21.6% | -16.7% | +3.9% |
| 6M | +11.5% | +70.7% | -59.2% | +8.6% |
| YTD | +22.4% | +22.5% | -0.1% | +19.9% |
| 1Y | +30.2% | +8.2% | +22.0% | +27.9% |
| All | +30.2% | +6.4% | +23.8% | +27.9% |
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 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