+114.4%
GOOG vs RBRK
+124.5%
-10.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +1.8% |
| 7D | 0.0% | -7.5% | +7.5% | +1.0% |
| 30D | -2.0% | -10.4% | +8.5% | -1.1% |
| 3M | -5.9% | +21.3% | -27.1% | -9.0% |
| 6M | +8.9% | +50.6% | -41.7% | +1.4% |
| YTD | +7.1% | +13.3% | -6.2% | +3.7% |
| 1Y | +39.7% | +11.2% | +28.4% | +34.8% |
| All | +114.4% | +124.5% | -10.1% | +75.9% |
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