+47.1%
META vs RBRK
+130.3%
-83.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.5% | -3.5% | +9.0% | +6.1% |
| 30D | +7.6% | -8.3% | +15.8% | +8.5% |
| 3M | +13.0% | +24.7% | -11.7% | +7.0% |
| 6M | -1.3% | +58.9% | -60.2% | -12.0% |
| YTD | -2.2% | +16.3% | -18.5% | -7.4% |
| 1Y | -14.0% | +10.1% | -24.2% | -18.4% |
| All | +47.1% | +130.3% | -83.2% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling