+59.3%
EWJ vs RBRK
+124.5%
-65.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.4% |
| 7D | +0.3% | -7.5% | +7.8% | +1.0% |
| 30D | +0.8% | -10.4% | +11.2% | +1.5% |
| 3M | +7.5% | +21.3% | -13.8% | +5.0% |
| 6M | +15.6% | +50.6% | -35.1% | +9.9% |
| YTD | +22.7% | +13.3% | +9.4% | +19.8% |
| 1Y | +26.4% | +11.2% | +15.2% | +23.0% |
| All | +59.3% | +124.5% | -65.2% | +34.9% |
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