-19.9%
IR vs RBRK
+130.1%
-150.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.7% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | -15.0% | -9.3% | -5.8% | -14.4% |
| 3M | -0.4% | +23.8% | -24.2% | -3.2% |
| 6M | -15.0% | +55.4% | -70.4% | -20.0% |
| YTD | -7.1% | +16.1% | -23.2% | -9.5% |
| 1Y | -7.5% | -9.8% | +2.3% | -7.1% |
| All | -19.9% | +130.1% | -150.0% | -32.3% |
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