-8.4%
NOW vs RBRK
+130.3%
-138.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.9% | -3.5% | -6.4% | -8.7% |
| 30D | +2.8% | -8.3% | +11.1% | +5.2% |
| 3M | +23.7% | +24.7% | -1.0% | +11.7% |
| 6M | +12.5% | +58.9% | -46.4% | -6.1% |
| YTD | -14.4% | +16.3% | -30.6% | -21.9% |
| 1Y | -29.0% | +10.1% | -39.1% | -35.1% |
| All | -8.4% | +130.3% | -138.8% | -36.3% |
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