+50.0%
EXPE vs RBRK
+62.9%
-12.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.1% | +8.4% | +10.3% |
| 7D | +14.6% | -12.5% | +27.2% | +16.6% |
| 30D | +21.4% | -3.0% | +24.4% | +21.4% |
| 3M | +1.4% | +46.9% | -45.5% | -7.4% |
| 6M | +28.6% | +105.4% | -76.8% | +7.2% |
| YTD | +12.1% | +55.6% | -43.4% | -4.4% |
| 1Y | +50.0% | +63.9% | -13.9% | +28.0% |
| All | +50.0% | +62.9% | -12.9% | +28.0% |
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 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