+19.0%
MSCI vs RBRK
+62.9%
-43.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.2% |
| 7D | +11.5% | -12.5% | +24.0% | +12.8% |
| 30D | +22.1% | -3.0% | +25.1% | +22.1% |
| 3M | +18.4% | +46.9% | -28.5% | +12.7% |
| 6M | +16.6% | +105.4% | -88.8% | +6.7% |
| YTD | +18.8% | +55.6% | -36.7% | +6.8% |
| 1Y | +19.0% | +63.9% | -44.9% | +6.7% |
| All | +19.0% | +62.9% | -43.9% | +6.7% |
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