-9.9%
IR vs RBRK
+5.6%
-15.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -4.5% | -7.5% | +3.0% | -4.5% |
| 30D | -13.9% | -10.4% | -3.5% | -13.9% |
| 3M | -0.3% | +21.3% | -21.6% | 0.0% |
| 6M | -14.3% | +50.6% | -65.0% | -14.0% |
| YTD | -7.9% | +13.3% | -21.2% | -7.8% |
| 1Y | -9.9% | +11.2% | -21.1% | -9.2% |
| All | -9.9% | +5.6% | -15.5% | -9.2% |
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