+54.8%
IBM vs RBRK
+124.5%
-69.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.3% |
| 7D | +3.6% | -7.5% | +11.1% | +4.7% |
| 30D | +3.1% | -10.4% | +13.5% | +4.4% |
| 3M | -10.8% | +21.3% | -32.1% | -14.3% |
| 6M | -0.8% | +50.6% | -51.5% | -7.6% |
| YTD | -16.2% | +13.3% | -29.5% | -20.1% |
| 1Y | -2.9% | +11.2% | -14.1% | -7.6% |
| All | +54.8% | +124.5% | -69.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling