+44.9%
MO vs RBRK
+46.1%
-1.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.6% | -1.5% |
| 7D | +1.1% | -20.9% | +22.0% | -0.9% |
| 30D | +13.2% | -15.9% | +29.1% | +11.8% |
| 3M | +15.2% | +24.7% | -9.5% | +18.0% |
| 6M | +9.9% | +85.1% | -75.2% | +16.7% |
| YTD | +41.1% | +38.3% | +2.8% | +49.7% |
| 1Y | +44.9% | +46.2% | -1.2% | +54.3% |
| All | +44.9% | +46.1% | -1.2% | +54.3% |
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