+461.7%
GLW vs RBRK
+130.1%
+331.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.8% |
| 7D | +16.9% | +1.9% | +15.0% | +16.6% |
| 30D | +7.0% | -9.3% | +16.3% | +7.7% |
| 3M | -3.0% | +23.8% | -26.8% | -5.6% |
| 6M | +31.0% | +55.4% | -24.4% | +23.6% |
| YTD | +93.4% | +16.1% | +77.3% | +88.9% |
| 1Y | +134.7% | -9.8% | +144.6% | +136.3% |
| All | +461.7% | +130.1% | +331.6% | +418.5% |
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