-32.7%
NKE vs RBRK
+64.4%
-97.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +5.2% |
| 7D | +9.0% | -12.5% | +21.5% | +9.4% |
| 30D | +19.2% | -3.0% | +22.2% | +19.2% |
| 3M | -1.5% | +46.9% | -48.4% | -3.2% |
| 6M | -4.2% | +105.4% | -109.6% | -7.1% |
| YTD | -34.8% | +55.6% | -90.4% | -39.1% |
| All | -32.7% | +64.4% | -97.1% | -37.4% |
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 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