+36.1%
INTC vs RBRK
+46.1%
-10.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -11.1% | +0.8% | -8.0% |
| 7D | -43.2% | -20.9% | -22.4% | -40.2% |
| 30D | -53.6% | -15.9% | -37.6% | -51.4% |
| 3M | -48.3% | +24.7% | -73.0% | -48.5% |
| 6M | -51.7% | +85.1% | -136.8% | -54.3% |
| YTD | +41.6% | +38.3% | +3.3% | +38.7% |
| 1Y | +36.1% | +46.2% | -10.0% | +33.9% |
| All | +36.1% | +46.1% | -10.0% | +33.9% |
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 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