+4.0%
NI vs RBRK
+32.8%
-28.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +15.6% | -16.5% | -0.2% |
| 7D | -0.8% | +7.0% | -7.7% | -0.5% |
| 30D | -3.4% | -2.0% | -1.4% | -3.3% |
| 3M | -12.4% | +46.9% | -59.4% | -10.8% |
| 6M | -12.2% | +87.5% | -99.7% | -10.3% |
| YTD | +0.3% | +31.0% | -30.7% | +3.1% |
| All | +4.0% | +32.8% | -28.7% | +6.9% |
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 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