-8.5%
NOW vs RBRK
+130.1%
-138.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.2% |
| 7D | -4.1% | +1.9% | -6.0% | -4.7% |
| 30D | +2.9% | -9.3% | +12.2% | +5.6% |
| 3M | +22.6% | +23.8% | -1.2% | +11.0% |
| 6M | +7.5% | +55.4% | -47.8% | -9.6% |
| YTD | -14.4% | +16.1% | -30.5% | -21.9% |
| 1Y | -29.8% | -9.8% | -20.0% | -32.2% |
| All | -8.5% | +130.1% | -138.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling