+7.0%
NET vs RBRK
+46.1%
-39.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -11.1% | +2.9% | -2.4% |
| 7D | -21.2% | -20.9% | -0.3% | -10.9% |
| 30D | -31.1% | -15.9% | -15.2% | -24.4% |
| 3M | -16.5% | +24.7% | -41.2% | -25.1% |
| 6M | 0.0% | +85.1% | -85.1% | -26.3% |
| YTD | +24.0% | +38.3% | -14.2% | -7.2% |
| 1Y | +7.0% | +46.2% | -39.1% | -18.7% |
| All | +7.0% | +46.1% | -39.1% | -18.7% |
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