+22.5%
MA vs RBRK
+62.9%
-40.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.9% |
| 7D | +10.2% | -12.5% | +22.7% | +10.6% |
| 30D | +19.3% | -3.0% | +22.3% | +19.3% |
| 3M | +18.0% | +46.9% | -29.0% | +15.7% |
| 6M | +33.7% | +105.4% | -71.7% | +28.9% |
| YTD | +18.6% | +55.6% | -37.0% | +13.8% |
| 1Y | +22.5% | +63.9% | -41.4% | +16.5% |
| All | +22.5% | +62.9% | -40.4% | +16.5% |
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