+44.0%
EWZ vs RBRK
+130.3%
-86.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.1% | -3.5% | +4.6% | +1.3% |
| 30D | +13.5% | -8.3% | +21.8% | +13.8% |
| 3M | +15.2% | +24.7% | -9.4% | +13.4% |
| 6M | +3.7% | +58.9% | -55.2% | +0.3% |
| YTD | +22.5% | +16.3% | +6.3% | +20.5% |
| 1Y | +35.3% | +10.1% | +25.1% | +33.4% |
| All | +44.0% | +130.3% | -86.4% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling