-17.7%
LVS vs RBRK
+6.4%
-24.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | -3.2% | +10.4% | -13.7% | -4.5% |
| 3M | -12.0% | +21.6% | -33.6% | -14.2% |
| 6M | -19.9% | +70.7% | -90.6% | -25.5% |
| YTD | -30.6% | +22.5% | -53.1% | -34.0% |
| 1Y | -17.7% | +8.2% | -26.0% | -21.5% |
| All | -17.7% | +6.4% | -24.2% | -21.5% |
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