+134.2%
RBRK vs ACI
-34.8%
+169.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -2.3% |
| 7D | -7.5% | -3.7% | -3.7% | -7.7% |
| 30D | -10.4% | +0.6% | -11.0% | -10.4% |
| 3M | +21.3% | -20.3% | +41.6% | +18.2% |
| 6M | +50.6% | -24.7% | +75.3% | +46.0% |
| YTD | +13.3% | -27.2% | +40.5% | +9.6% |
| 1Y | +11.2% | -32.7% | +44.0% | +8.0% |
| All | +134.2% | -34.8% | +169.0% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling