+134.2%
RBRK vs AGI
+141.5%
-7.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -7.5% | -2.7% | -4.8% | -7.0% |
| 30D | -10.4% | +7.2% | -17.7% | -11.9% |
| 3M | +21.3% | +4.3% | +17.0% | +19.3% |
| 6M | +50.6% | -27.1% | +77.7% | +59.0% |
| YTD | +13.3% | -6.6% | +19.9% | +11.6% |
| 1Y | +11.2% | +9.5% | +1.7% | +4.4% |
| All | +134.2% | +141.5% | -7.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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