+52.4%
GEV vs RBRK
+62.9%
-10.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.4% |
| 7D | -5.1% | -12.5% | +7.4% | -4.4% |
| 30D | -15.8% | -3.0% | -12.8% | -15.7% |
| 3M | -18.2% | +46.9% | -65.1% | -19.5% |
| 6M | -22.4% | +105.4% | -127.8% | -25.7% |
| YTD | +27.7% | +55.6% | -27.8% | +28.0% |
| 1Y | +52.4% | +63.9% | -11.5% | +54.3% |
| All | +52.4% | +62.9% | -10.5% | +54.3% |
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