+47.9%
RBRK vs ADVB
-89.8%
+137.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +4.9% | -2.4% |
| 7D | -7.5% | -12.3% | +4.8% | -7.3% |
| 30D | -10.4% | +7.8% | -18.2% | -10.6% |
| 3M | +21.3% | +104.2% | -83.0% | +18.3% |
| 6M | +50.6% | +58.1% | -7.5% | +45.8% |
| YTD | +13.3% | +40.2% | -26.9% | +9.8% |
| 1Y | +11.2% | -16.1% | +27.3% | +8.0% |
| All | +47.9% | -89.8% | +137.7% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling