-10.6%
RBRK vs A
-0.5%
-10.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -5.1% |
| 7D | -7.5% | -2.6% | -4.9% | -4.2% |
| 30D | -10.4% | -0.9% | -9.5% | -9.0% |
| All | -10.6% | -0.5% | -10.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1mo: compounded portfolio wealth divided by compounded A 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…
1mo analysis · Full analysis span regression · Available span rolling