+51.7%
KO vs RBRK
+130.3%
-78.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -3.5% | +2.4% | -1.3% |
| 30D | +1.6% | -8.3% | +9.8% | +1.3% |
| 3M | +5.8% | +24.7% | -18.9% | +7.1% |
| 6M | +14.3% | +58.9% | -44.6% | +17.2% |
| YTD | +27.3% | +16.3% | +11.1% | +29.7% |
| 1Y | +33.2% | +10.1% | +23.0% | +35.7% |
| All | +51.7% | +130.3% | -78.6% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling