+289.3%
INTC vs RBRK
+6.4%
+282.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.2% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | -5.2% | +10.4% | -15.7% | -7.0% |
| 3M | -14.3% | +21.6% | -35.9% | -17.1% |
| 6M | +110.2% | +70.7% | +39.5% | +88.1% |
| YTD | +159.6% | +22.5% | +137.1% | +149.8% |
| 1Y | +289.3% | +8.2% | +281.0% | +288.0% |
| All | +289.3% | +6.4% | +282.8% | +288.0% |
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