+79.2%
PSX vs RBRK
+124.5%
-45.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +1.7% | -7.5% | +9.2% | +2.3% |
| 30D | +15.6% | -10.4% | +26.1% | +16.3% |
| 3M | +46.5% | +21.3% | +25.2% | +43.5% |
| 6M | +55.0% | +50.6% | +4.4% | +48.5% |
| YTD | +105.3% | +13.3% | +92.0% | +101.3% |
| 1Y | +101.6% | +11.2% | +90.3% | +97.1% |
| All | +79.2% | +124.5% | -45.3% | +57.1% |
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