+50.0%
NET vs RBRK
+76.2%
-26.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -3.0% |
| 7D | -7.0% | +0.7% | -7.6% | -7.3% |
| 30D | -4.8% | +10.4% | -15.2% | -11.2% |
| 3M | +3.8% | +21.6% | -17.8% | -10.2% |
| 6M | +50.0% | +70.7% | -20.7% | -1.4% |
| All | +50.0% | +76.2% | -26.2% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling