+26.3%
O vs RBRK
+124.5%
-98.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -2.9% | -7.5% | +4.6% | -3.0% |
| 30D | -4.5% | -10.4% | +5.9% | -4.6% |
| 3M | -2.6% | +21.3% | -23.9% | -2.3% |
| 6M | -5.6% | +50.6% | -56.3% | -5.0% |
| YTD | +9.3% | +13.3% | -4.0% | +10.1% |
| 1Y | +4.3% | +11.2% | -6.9% | +5.0% |
| All | +26.3% | +124.5% | -98.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling