+11.2%
RBRK vs ALK
-34.8%
+46.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.2% | -2.9% |
| 7D | -7.5% | -2.1% | -5.4% | -7.2% |
| 30D | -10.4% | -13.1% | +2.7% | -8.6% |
| 3M | +21.3% | -11.8% | +33.1% | +22.7% |
| 6M | +50.6% | -0.4% | +51.0% | +46.6% |
| YTD | +13.3% | -18.2% | +31.5% | +15.9% |
| 1Y | +11.2% | -35.5% | +46.8% | +4.5% |
| All | +11.2% | -34.8% | +46.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling