+140.3%
RBRK vs A
+6.3%
+134.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -3.5% | -4.6% | +1.1% | -0.9% |
| 30D | -8.3% | -4.3% | -4.0% | -5.8% |
| 3M | +24.7% | +8.9% | +15.7% | +19.0% |
| 6M | +58.9% | +24.5% | +34.4% | +39.5% |
| YTD | +16.3% | +5.8% | +10.4% | +12.3% |
| 1Y | +10.1% | +16.2% | -6.1% | -1.2% |
| All | +140.3% | +6.3% | +134.0% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling