+129.3%
QLD vs RBRK
+137.4%
-8.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +3.0% | +3.7% | -0.7% | +1.8% |
| 30D | -1.8% | +1.7% | -3.6% | -3.3% |
| 3M | -1.8% | +27.7% | -29.5% | -10.6% |
| 6M | +36.9% | +60.3% | -23.4% | +14.2% |
| YTD | +28.7% | +19.8% | +8.9% | +17.3% |
| 1Y | +41.9% | -4.2% | +46.0% | +37.1% |
| All | +129.3% | +137.4% | -8.1% | +56.8% |
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 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