+122.9%
QLD vs RBRK
+130.3%
-7.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -2.6% | -3.5% | +0.9% | -1.6% |
| 30D | -3.3% | -8.3% | +5.0% | -1.4% |
| 3M | +1.8% | +24.7% | -22.8% | -6.6% |
| 6M | +29.7% | +58.9% | -29.2% | +8.4% |
| YTD | +25.1% | +16.3% | +8.9% | +15.0% |
| 1Y | +37.1% | +10.1% | +27.0% | +26.9% |
| All | +122.9% | +130.3% | -7.4% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling