+31.0%
F vs RBRK
+6.4%
+24.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +5.3% | +0.7% | +4.7% | +5.3% |
| 30D | +4.6% | +10.4% | -5.9% | +4.4% |
| 3M | -3.7% | +21.6% | -25.3% | -4.0% |
| 6M | +16.8% | +70.7% | -53.9% | +15.7% |
| YTD | +15.3% | +22.5% | -7.2% | +13.6% |
| 1Y | +31.0% | +8.2% | +22.8% | +29.3% |
| All | +31.0% | +6.4% | +24.6% | +29.3% |
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