+40.1%
META vs RBRK
+137.4%
-97.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | +6.0% | +3.7% | +2.4% | +5.4% |
| 30D | +3.6% | +1.7% | +1.9% | +2.6% |
| 3M | +4.9% | +27.7% | -22.8% | -1.0% |
| 6M | -4.7% | +60.3% | -65.0% | -15.1% |
| YTD | -6.9% | +19.8% | -26.7% | -12.2% |
| 1Y | -18.2% | -4.2% | -14.0% | -19.8% |
| All | +40.1% | +137.4% | -97.3% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling