+96.9%
PSX vs RBRK
+62.9%
+34.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -4.5% |
| 7D | -5.2% | -12.5% | +7.3% | -5.3% |
| 30D | -3.7% | -3.0% | -0.7% | -3.8% |
| 3M | +26.8% | +46.9% | -20.1% | +26.6% |
| 6M | +47.3% | +105.4% | -58.1% | +47.4% |
| YTD | +105.4% | +55.6% | +49.8% | +102.3% |
| 1Y | +96.9% | +63.9% | +33.0% | +94.7% |
| All | +96.9% | +62.9% | +34.0% | +94.7% |
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 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