+159.4%
LRCX vs RBRK
+5.6%
+153.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | -3.1% | -7.5% | +4.4% | -2.2% |
| 30D | -8.6% | -10.4% | +1.9% | -7.3% |
| 3M | -17.7% | +21.3% | -39.0% | -19.0% |
| 6M | +36.4% | +50.6% | -14.3% | +31.6% |
| YTD | +74.5% | +13.3% | +61.2% | +78.1% |
| 1Y | +159.4% | +11.2% | +148.2% | +175.3% |
| All | +159.4% | +5.6% | +153.9% | +175.3% |
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