+18.3%
MRK vs RBRK
+124.5%
-106.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | -4.3% | -7.5% | +3.2% | -4.6% |
| 30D | +8.3% | -10.4% | +18.7% | +7.9% |
| 3M | +20.0% | +21.3% | -1.2% | +21.2% |
| 6M | +25.7% | +50.6% | -25.0% | +28.1% |
| YTD | +38.7% | +13.3% | +25.4% | +41.0% |
| 1Y | +74.7% | +11.2% | +63.4% | +77.5% |
| All | +18.3% | +124.5% | -106.1% | +19.3% |
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 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