+26.4%
O vs RBRK
+130.3%
-103.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.5% | -3.5% | 0.0% | -3.6% |
| 30D | -3.3% | -8.3% | +4.9% | -3.4% |
| 3M | -2.8% | +24.7% | -27.5% | -2.5% |
| 6M | -5.8% | +58.9% | -64.7% | -5.1% |
| YTD | +9.4% | +16.3% | -6.9% | +10.2% |
| 1Y | +5.7% | +10.1% | -4.5% | +6.4% |
| All | +26.4% | +130.3% | -103.9% | +26.7% |
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 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