+58.9%
RBRK vs ACI
-29.9%
+88.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -3.5% | -7.1% | +3.6% | -3.3% |
| 30D | -8.3% | -4.5% | -3.8% | -8.2% |
| 3M | +24.7% | -22.3% | +46.9% | +21.3% |
| 6M | +58.9% | -28.4% | +87.3% | +53.3% |
| All | +58.9% | -29.9% | +88.8% | +53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling