-32.9%
LVS vs RBRK
+46.1%
-79.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.1% | +11.6% | +0.9% |
| 7D | +11.4% | -20.9% | +32.3% | +12.4% |
| 30D | +13.6% | -15.9% | +29.6% | +14.3% |
| 3M | -10.0% | +24.7% | -34.7% | -12.4% |
| 6M | -20.6% | +85.1% | -105.6% | -26.9% |
| YTD | -35.5% | +38.3% | -73.8% | -39.7% |
| 1Y | -32.9% | +46.2% | -79.0% | -37.0% |
| All | -32.9% | +46.1% | -79.0% | -37.0% |
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