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  • RBRK vs ACWI✓SelectedUSD · ACWIRBRK vs ACWI performance historyLatest closeAs of-3.07%09/09
Stock and ETF performance explorer

RBRK vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+140.1%
ACWI return
+58.2%
Excess return
+81.9%
Maximum drawdown
-56.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-3.1%-0.6%-2.5%-2.0%
7D+1.9%0.0%+1.9%+2.0%
30D-9.3%-0.6%-8.7%-8.1%
3M+23.8%+4.3%+19.5%+15.0%
6M+55.4%+12.7%+42.7%+24.0%
YTD+16.1%+13.9%+2.2%-9.6%
1Y-9.8%+20.5%-30.3%-37.2%
All+140.1%+58.2%+81.9%-2.0%

Cumulative growth

Daily Returns

Daily percentage return beside ACWI.

Daily Out/Under-Performance

Portfolio return minus ACWI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ACWI 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 ACWI 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