+9.0%
MSFT vs RBRK
+62.9%
-53.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +6.3% |
| 7D | +4.7% | -12.5% | +17.2% | +7.4% |
| 30D | +5.8% | -3.0% | +8.8% | +6.3% |
| 3M | +13.0% | +46.9% | -33.9% | +2.6% |
| 6M | +34.9% | +105.4% | -70.5% | +11.7% |
| YTD | +15.7% | +55.6% | -39.9% | -3.4% |
| 1Y | +9.0% | +63.9% | -54.9% | -9.1% |
| All | +9.0% | +62.9% | -53.9% | -9.1% |
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