+24.3%
F vs RBRK
+137.4%
-113.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -4.1% |
| 7D | +1.2% | +3.7% | -2.5% | +0.9% |
| 30D | +1.2% | +1.7% | -0.5% | +0.9% |
| 3M | -5.7% | +27.7% | -33.4% | -7.8% |
| 6M | +17.9% | +60.3% | -42.3% | +12.8% |
| YTD | +10.4% | +19.8% | -9.4% | +7.8% |
| 1Y | +25.3% | -4.2% | +29.5% | +24.5% |
| All | +24.3% | +137.4% | -113.1% | +3.0% |
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