+134.2%
RBRK vs A
+9.1%
+125.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -4.0% |
| 7D | -7.5% | -2.6% | -4.9% | -6.2% |
| 30D | -10.4% | -0.9% | -9.5% | -9.8% |
| 3M | +21.3% | +13.6% | +7.6% | +13.0% |
| 6M | +50.6% | +27.8% | +22.8% | +30.3% |
| YTD | +13.3% | +8.6% | +4.7% | +7.8% |
| 1Y | +11.2% | +16.9% | -5.6% | -0.2% |
| All | +134.2% | +9.1% | +125.1% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling