+23.2%
F vs RBRK
+130.3%
-107.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -3.7% | -3.5% | -0.2% | -3.4% |
| 30D | -0.7% | -8.3% | +7.6% | -0.3% |
| 3M | -1.9% | +24.7% | -26.5% | -4.0% |
| 6M | +16.1% | +58.9% | -42.8% | +11.1% |
| YTD | +9.5% | +16.3% | -6.8% | +7.2% |
| 1Y | +27.2% | +10.1% | +17.1% | +24.6% |
| All | +23.2% | +130.3% | -107.1% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling