+0.9%
NVT vs RBRK
+64.4%
-63.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.1% | -14.8% | -12.9% |
| 7D | -19.5% | -12.5% | -7.0% | -18.6% |
| 30D | -32.4% | -3.0% | -29.4% | -32.1% |
| 3M | -30.3% | +46.9% | -77.3% | -31.8% |
| 6M | -30.4% | +105.4% | -135.9% | -34.1% |
| YTD | +11.3% | +55.6% | -44.2% | +9.8% |
| All | +0.9% | +64.4% | -63.5% | +0.7% |
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