+8.9%
GE vs RBRK
+62.9%
-54.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.8% |
| 7D | +9.4% | -12.5% | +21.9% | +9.3% |
| 30D | +7.5% | -3.0% | +10.6% | +7.6% |
| 3M | -12.5% | +46.9% | -59.5% | -12.5% |
| 6M | +17.8% | +105.4% | -87.6% | +18.0% |
| YTD | +7.4% | +55.6% | -48.2% | +6.9% |
| 1Y | +8.9% | +63.9% | -55.0% | +9.2% |
| All | +8.9% | +62.9% | -54.0% | +9.2% |
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