+57.2%
NDAQ vs RBRK
+130.3%
-73.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -6.8% | -3.5% | -3.3% | -6.4% |
| 30D | -3.2% | -8.3% | +5.1% | -2.5% |
| 3M | +6.5% | +24.7% | -18.2% | +2.7% |
| 6M | +5.7% | +58.9% | -53.2% | -2.0% |
| YTD | -4.6% | +16.3% | -20.9% | -8.6% |
| 1Y | -1.6% | +10.1% | -11.7% | -5.5% |
| All | +57.2% | +130.3% | -73.2% | +36.3% |
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