+19.4%
ITW vs RBRK
+46.1%
-26.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.1% | +8.4% | -3.0% |
| 7D | +1.4% | -20.9% | +22.3% | +0.9% |
| 30D | +6.8% | -15.9% | +22.8% | +6.5% |
| 3M | -3.4% | +24.7% | -28.1% | -2.6% |
| 6M | +13.5% | +85.1% | -71.6% | +16.4% |
| YTD | +18.1% | +38.3% | -20.2% | +19.7% |
| 1Y | +19.4% | +46.2% | -26.7% | +20.7% |
| All | +19.4% | +46.1% | -26.6% | +20.7% |
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