+57.7%
GEV vs RBRK
+6.4%
+51.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.1% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | -7.5% | +10.4% | -17.9% | -7.9% |
| 3M | -2.2% | +21.6% | -23.8% | -3.1% |
| 6M | +12.1% | +70.7% | -58.6% | +8.5% |
| YTD | +44.4% | +22.5% | +21.9% | +43.2% |
| 1Y | +57.7% | +8.2% | +49.4% | +53.6% |
| All | +57.7% | +6.4% | +51.2% | +53.6% |
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