+22.4%
LIN vs RBRK
+184.7%
-162.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | +2.1% | +3.9% | -1.8% | +2.0% |
| 30D | +6.8% | -3.5% | +10.3% | +6.8% |
| 3M | +10.4% | +4.6% | +5.8% | +10.2% |
| 6M | +3.2% | +84.7% | -81.6% | +1.8% |
| YTD | +24.6% | +43.7% | -19.1% | +23.9% |
| 1Y | +24.4% | +55.8% | -31.4% | +22.9% |
| All | +22.4% | +184.7% | -162.2% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling