+42.6%
EWZ vs RBRK
+124.5%
-81.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.8% |
| 7D | +0.9% | -7.5% | +8.4% | +1.2% |
| 30D | +12.8% | -10.4% | +23.2% | +13.2% |
| 3M | +10.8% | +21.3% | -10.5% | +9.2% |
| 6M | +2.5% | +50.6% | -48.1% | -0.6% |
| YTD | +21.4% | +13.3% | +8.1% | +19.5% |
| 1Y | +32.8% | +11.2% | +21.5% | +30.7% |
| All | +42.6% | +124.5% | -81.9% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling