+86.1%
MO vs RBRK
+124.5%
-38.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.1% |
| 7D | +0.1% | -7.5% | +7.6% | -0.3% |
| 30D | +7.1% | -10.4% | +17.6% | +6.6% |
| 3M | -2.0% | +21.3% | -23.2% | -0.7% |
| 6M | +7.3% | +50.6% | -43.3% | +10.1% |
| YTD | +23.5% | +13.3% | +10.2% | +25.7% |
| 1Y | +11.0% | +11.2% | -0.2% | +13.1% |
| All | +86.1% | +124.5% | -38.4% | +96.6% |
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