+49.2%
META vs RBRK
+130.1%
-80.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.1% | +9.6% | +7.1% |
| 7D | +10.3% | +1.9% | +8.4% | +9.8% |
| 30D | +9.9% | -9.3% | +19.2% | +11.1% |
| 3M | +11.9% | +23.8% | -11.9% | +6.2% |
| 6M | +1.2% | +55.4% | -54.2% | -9.4% |
| YTD | -0.8% | +16.1% | -16.9% | -6.0% |
| 1Y | -14.3% | -9.8% | -4.5% | -14.9% |
| All | +49.2% | +130.1% | -80.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling