-1.6%
LQD vs RBRK
+64.4%
-66.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.7% |
| 7D | +0.4% | -12.5% | +12.9% | +0.5% |
| 30D | +2.6% | -3.0% | +5.6% | +2.6% |
| 3M | -1.7% | +46.9% | -48.6% | -2.2% |
| 6M | -1.9% | +105.4% | -107.3% | -2.8% |
| YTD | -2.2% | +55.6% | -57.8% | -3.0% |
| All | -1.6% | +64.4% | -66.0% | -2.3% |
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 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