+52.3%
LYB vs RBRK
+46.9%
+5.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -11.5% | -14.8% | +3.3% | -12.0% |
| 30D | +3.8% | -14.5% | +18.3% | +3.3% |
| 3M | -0.2% | +25.0% | -25.2% | +1.2% |
| 6M | -15.6% | +83.0% | -98.7% | -13.4% |
| YTD | +44.9% | +38.3% | +6.6% | +43.8% |
| 1Y | +52.3% | +47.8% | +4.5% | +51.6% |
| All | +52.3% | +46.9% | +5.4% | +51.6% |
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