+155.6%
PWR vs RBRK
+124.5%
+31.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.7% | +5.5% |
| 7D | +4.2% | -7.5% | +11.7% | +5.3% |
| 30D | -4.0% | -10.4% | +6.4% | -2.9% |
| 3M | -4.8% | +21.3% | -26.0% | -8.3% |
| 6M | +14.6% | +50.6% | -36.0% | +5.2% |
| YTD | +54.2% | +13.3% | +40.9% | +48.8% |
| 1Y | +67.1% | +11.2% | +55.9% | +60.8% |
| All | +155.6% | +124.5% | +31.1% | +110.7% |
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 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