+140.1%
RBRK vs ALHC
+154.0%
-13.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -3.0% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | -9.3% | -5.4% | -3.8% | -9.2% |
| 3M | +23.8% | -32.1% | +55.9% | +25.1% |
| 6M | +55.4% | -28.5% | +83.8% | +57.2% |
| YTD | +16.1% | -34.0% | +50.2% | +18.2% |
| 1Y | -9.8% | -20.9% | +11.1% | -8.4% |
| All | +140.1% | +154.0% | -13.9% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling