+140.3%
RBRK vs ALK
-8.2%
+148.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -2.7% |
| 30D | -8.3% | -17.1% | +8.9% | -3.9% |
| 3M | +24.7% | -3.8% | +28.4% | +24.1% |
| 6M | +58.9% | -5.3% | +64.2% | +56.3% |
| YTD | +16.3% | -20.3% | +36.5% | +19.9% |
| 1Y | +10.1% | -36.0% | +46.1% | +21.6% |
| All | +140.3% | -8.2% | +148.5% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling