+26.2%
MAR vs RBRK
+6.4%
+19.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | +0.2% |
| 7D | -4.2% | +0.7% | -4.8% | -4.1% |
| 30D | -6.7% | +10.4% | -17.1% | -6.5% |
| 3M | -12.5% | +21.6% | -34.1% | -12.1% |
| 6M | +0.6% | +70.7% | -70.1% | +0.9% |
| YTD | +9.1% | +22.5% | -13.4% | +8.8% |
| 1Y | +26.2% | +8.2% | +18.0% | +26.1% |
| All | +26.2% | +6.4% | +19.8% | +26.1% |
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