+3.4%
EXC vs RBRK
+6.4%
-3.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -1.9% |
| 7D | -0.7% | +0.7% | -1.3% | -0.6% |
| 30D | -4.6% | +10.4% | -15.1% | -4.0% |
| 3M | -2.2% | +21.6% | -23.9% | -0.9% |
| 6M | -10.6% | +70.7% | -81.3% | -7.8% |
| YTD | +1.9% | +22.5% | -20.6% | +3.5% |
| 1Y | +3.4% | +8.2% | -4.8% | +4.7% |
| All | +3.4% | +6.4% | -3.0% | +4.7% |
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