+164.3%
EWY vs RBRK
+6.4%
+157.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.4% |
| 7D | +4.8% | +0.7% | +4.1% | +4.7% |
| 30D | +11.7% | +10.4% | +1.2% | +9.7% |
| 3M | -7.4% | +21.6% | -29.1% | -10.2% |
| 6M | +40.6% | +70.7% | -30.2% | +30.9% |
| YTD | +94.3% | +22.5% | +71.8% | +85.3% |
| 1Y | +164.3% | +8.2% | +156.1% | +151.6% |
| All | +164.3% | +6.4% | +157.8% | +151.6% |
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