+207.3%
NET vs RBRK
+208.3%
-1.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.5% |
| 7D | -16.4% | -12.5% | -3.9% | -11.2% |
| 30D | -25.8% | -3.0% | -22.8% | -24.6% |
| 3M | -11.5% | +46.9% | -58.5% | -25.1% |
| 6M | +18.9% | +105.4% | -86.5% | -12.9% |
| YTD | +35.2% | +55.6% | -20.4% | +8.3% |
| 1Y | +14.5% | +63.9% | -49.4% | -11.1% |
| All | +207.3% | +208.3% | -1.0% | +81.1% |
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 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