+8.5%
LIN vs RBRK
+124.5%
-116.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -2.4% | -7.5% | +5.1% | -2.3% |
| 30D | -2.4% | -10.4% | +8.0% | -2.3% |
| 3M | -9.3% | +21.3% | -30.5% | -9.6% |
| 6M | -2.6% | +50.6% | -53.2% | -3.6% |
| YTD | +10.4% | +13.3% | -2.9% | +10.3% |
| 1Y | -2.3% | +11.2% | -13.5% | -2.6% |
| All | +8.5% | +124.5% | -116.0% | +1.3% |
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 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