+221.5%
NET vs RBRK
+142.7%
+78.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.7% |
| 7D | -7.0% | +0.7% | -7.6% | -7.2% |
| 30D | -4.8% | +10.4% | -15.2% | -8.9% |
| 3M | +3.8% | +21.6% | -17.8% | -5.2% |
| 6M | +50.0% | +70.7% | -20.7% | +18.8% |
| YTD | +41.5% | +22.5% | +19.0% | +25.5% |
| 1Y | +32.8% | +8.2% | +24.6% | +20.1% |
| All | +221.5% | +142.7% | +78.8% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling