+31.9%
NXPI vs RBRK
+62.9%
-31.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | +5.3% | -12.5% | +17.8% | +5.9% |
| 30D | +9.5% | -3.0% | +12.5% | +9.6% |
| 3M | +12.0% | +46.9% | -34.9% | +10.1% |
| 6M | -8.1% | +105.4% | -113.5% | -12.0% |
| YTD | +23.7% | +55.6% | -31.9% | +22.0% |
| 1Y | +31.9% | +63.9% | -32.0% | +30.6% |
| All | +31.9% | +62.9% | -31.0% | +30.6% |
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