+52.7%
IBM vs RBRK
+130.1%
-77.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.4% | +3.8% |
| 7D | +3.6% | +1.9% | +1.7% | +3.2% |
| 30D | +1.5% | -9.3% | +10.8% | +2.6% |
| 3M | -12.9% | +23.8% | -36.7% | -16.5% |
| 6M | -3.9% | +55.4% | -59.3% | -10.8% |
| YTD | -17.3% | +16.1% | -33.5% | -21.5% |
| 1Y | -5.0% | -9.8% | +4.8% | -7.9% |
| All | +52.7% | +130.1% | -77.4% | +33.5% |
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