+23.3%
MSCI vs RBRK
+130.1%
-106.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.9% |
| 7D | -1.1% | +1.9% | -3.0% | -1.3% |
| 30D | -1.2% | -9.3% | +8.1% | -0.3% |
| 3M | -8.4% | +23.8% | -32.2% | -11.4% |
| 6M | -1.0% | +55.4% | -56.4% | -7.4% |
| YTD | -2.3% | +16.1% | -18.4% | -5.9% |
| 1Y | -1.2% | -9.8% | +8.7% | -2.5% |
| All | +23.3% | +130.1% | -106.8% | +7.2% |
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