+103.4%
GE vs RBRK
+124.5%
-21.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.1% |
| 7D | -4.0% | -7.5% | +3.5% | -3.3% |
| 30D | -11.4% | -10.4% | -1.0% | -10.8% |
| 3M | -2.6% | +21.3% | -23.9% | -5.2% |
| 6M | -0.3% | +50.6% | -51.0% | -5.6% |
| YTD | +5.4% | +13.3% | -7.9% | +2.9% |
| 1Y | +15.5% | +11.2% | +4.3% | +12.4% |
| All | +103.4% | +124.5% | -21.1% | +80.0% |
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