-3.5%
IR vs RBRK
+6.4%
-9.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | -2.8% | +0.7% | -3.5% | -2.8% |
| 30D | -15.1% | +10.4% | -25.6% | -15.0% |
| 3M | +6.1% | +21.6% | -15.6% | +6.4% |
| 6M | -16.8% | +70.7% | -87.5% | -16.3% |
| YTD | -3.5% | +22.5% | -26.0% | -3.4% |
| 1Y | -3.5% | +8.2% | -11.7% | -2.7% |
| All | -3.5% | +6.4% | -9.9% | -2.7% |
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