-44.1%
OPEN vs RBRK
+54.9%
-99.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | -10.5% | -3.5% | -7.0% | -9.5% |
| 30D | -21.8% | -8.3% | -13.5% | -20.4% |
| 3M | -37.5% | +24.7% | -62.2% | -43.7% |
| 6M | -44.1% | +58.9% | -103.0% | -53.4% |
| All | -44.1% | +54.9% | -99.0% | -53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling