+56.4%
RBRK vs ADVB
-88.8%
+145.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -2.1% |
| 7D | +3.7% | -14.0% | +17.6% | +3.9% |
| 30D | +1.7% | +41.0% | -39.2% | +1.2% |
| 3M | +27.7% | +127.9% | -100.2% | +24.4% |
| 6M | +60.3% | +101.3% | -41.1% | +54.4% |
| YTD | +19.8% | +53.8% | -34.0% | +15.9% |
| 1Y | -4.2% | +4.4% | -8.6% | -8.0% |
| All | +56.4% | -88.8% | +145.2% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling