+10.3%
JPM vs RBRK
+46.1%
-35.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -11.1% | +6.9% | -4.0% |
| 7D | -1.8% | -20.9% | +19.1% | -1.6% |
| 30D | +1.8% | -15.9% | +17.8% | +2.1% |
| 3M | -5.6% | +24.7% | -30.3% | -6.0% |
| 6M | +10.1% | +85.1% | -75.0% | +8.3% |
| YTD | +6.7% | +38.3% | -31.5% | +3.8% |
| 1Y | +10.3% | +46.2% | -35.8% | +6.9% |
| All | +10.3% | +46.1% | -35.8% | +6.9% |
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