+134.2%
RBRK vs ALHC
+145.8%
-11.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.5% |
| 7D | -7.5% | -6.9% | -0.6% | -7.4% |
| 30D | -10.4% | -6.7% | -3.7% | -10.3% |
| 3M | +21.3% | -37.7% | +59.0% | +22.6% |
| 6M | +50.6% | -30.0% | +80.6% | +52.4% |
| YTD | +13.3% | -36.2% | +49.4% | +15.4% |
| 1Y | +11.2% | -22.9% | +34.1% | +13.0% |
| All | +134.2% | +145.8% | -11.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling