+147.6%
RBRK vs ALK
-6.8%
+154.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.4% |
| 7D | +3.7% | +0.1% | +3.5% | +3.6% |
| 30D | +1.7% | -18.5% | +20.2% | +6.8% |
| 3M | +27.7% | -3.6% | +31.3% | +26.9% |
| 6M | +60.3% | -3.7% | +64.0% | +56.9% |
| YTD | +19.8% | -19.0% | +38.8% | +23.1% |
| 1Y | -4.2% | -36.0% | +31.9% | +5.9% |
| All | +147.6% | -6.8% | +154.4% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling