+97.9%
EWT vs RBRK
+6.4%
+91.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +4.0% | +0.7% | +3.3% | +3.9% |
| 30D | +10.3% | +10.4% | -0.1% | +8.6% |
| 3M | +6.1% | +21.6% | -15.6% | +2.9% |
| 6M | +56.6% | +70.7% | -14.1% | +45.6% |
| YTD | +76.6% | +22.5% | +54.1% | +68.8% |
| 1Y | +97.9% | +8.2% | +89.6% | +89.9% |
| All | +97.9% | +6.4% | +91.4% | +89.9% |
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