+42.1%
EWZ vs RBRK
+130.1%
-88.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -0.1% | +1.9% | -1.9% | -0.2% |
| 30D | +8.2% | -9.3% | +17.5% | +8.6% |
| 3M | +13.3% | +23.8% | -10.5% | +11.6% |
| 6M | +3.6% | +55.4% | -51.8% | +0.3% |
| YTD | +21.0% | +16.1% | +4.8% | +19.0% |
| 1Y | +34.7% | -9.8% | +44.5% | +35.2% |
| All | +42.1% | +130.1% | -88.0% | +27.0% |
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