-71.4%
OPEN vs RBRK
+62.9%
-134.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.1% | +11.7% | +13.3% |
| 7D | +3.7% | -12.5% | +16.2% | +6.8% |
| 30D | -14.3% | -3.0% | -11.3% | -13.8% |
| 3M | -51.9% | +46.9% | -98.9% | -56.8% |
| 6M | -61.4% | +105.4% | -166.8% | -68.0% |
| YTD | -66.0% | +55.6% | -121.6% | -72.4% |
| 1Y | -71.4% | +63.9% | -135.3% | -75.4% |
| All | -71.4% | +62.9% | -134.3% | -75.4% |
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