+23.4%
NSC vs RBRK
+62.9%
-39.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +1.0% |
| 7D | +1.8% | -12.5% | +14.3% | +1.3% |
| 30D | +8.8% | -3.0% | +11.8% | +8.8% |
| 3M | +1.2% | +46.9% | -45.7% | +3.1% |
| 6M | +11.3% | +105.4% | -94.1% | +15.2% |
| YTD | +20.7% | +55.6% | -34.9% | +24.3% |
| 1Y | +23.4% | +63.9% | -40.5% | +27.3% |
| All | +23.4% | +62.9% | -39.5% | +27.3% |
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 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