+44.9%
OPEN vs RBRK
+130.1%
-85.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.7% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | -13.8% | -9.3% | -4.5% | -12.6% |
| 3M | -30.9% | +23.8% | -54.7% | -34.1% |
| 6M | -40.9% | +55.4% | -96.3% | -46.3% |
| YTD | -48.5% | +16.1% | -64.7% | -51.5% |
| 1Y | -50.9% | -9.8% | -41.1% | -51.8% |
| All | +44.9% | +130.1% | -85.2% | -2.6% |
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