-1.6%
MSCI vs RBRK
+62.6%
-64.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.4% |
| 7D | -2.1% | +3.7% | -5.7% | -2.6% |
| 30D | -1.7% | +1.7% | -3.5% | -2.7% |
| 3M | -8.2% | +27.7% | -36.0% | -13.7% |
| All | -1.6% | +62.6% | -64.2% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling