+7.9%
QCOM vs RBRK
+6.4%
+1.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +3.3% | +0.7% | +2.7% | +3.2% |
| 30D | +7.7% | +10.4% | -2.7% | +6.0% |
| 3M | -30.1% | +21.6% | -51.7% | -32.1% |
| 6M | +22.8% | +70.7% | -47.9% | +12.8% |
| YTD | +0.2% | +22.5% | -22.3% | -5.3% |
| 1Y | +7.9% | +8.2% | -0.4% | +2.2% |
| All | +7.9% | +6.4% | +1.4% | +2.2% |
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