-1.0%
NXPI vs RBRK
+130.3%
-131.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +1.3% |
| 30D | -4.2% | -8.3% | +4.1% | -3.3% |
| 3M | -20.4% | +24.7% | -45.1% | -24.4% |
| 6M | +12.5% | +58.9% | -46.4% | +0.5% |
| YTD | +5.2% | +16.3% | -11.0% | +0.2% |
| 1Y | +5.1% | +10.1% | -5.0% | +0.5% |
| All | -1.0% | +130.3% | -131.4% | -22.1% |
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