+20.0%
GE vs RBRK
+6.4%
+13.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -11.6% | +10.4% | -22.0% | -11.6% |
| 3M | +3.0% | +21.6% | -18.6% | +2.8% |
| 6M | -0.5% | +70.7% | -71.2% | -0.3% |
| YTD | +9.7% | +22.5% | -12.7% | +9.2% |
| 1Y | +20.0% | +8.2% | +11.8% | +19.1% |
| All | +20.0% | +6.4% | +13.6% | +19.1% |
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