+140.1%
RBRK vs ALLE
+23.1%
+116.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.4% |
| 7D | +1.9% | -2.2% | +4.0% | +2.4% |
| 30D | -9.3% | -8.3% | -0.9% | -7.4% |
| 3M | +23.8% | +16.3% | +7.6% | +19.6% |
| 6M | +55.4% | +1.8% | +53.6% | +55.0% |
| YTD | +16.1% | -3.9% | +20.1% | +17.4% |
| 1Y | -9.8% | -10.0% | +0.2% | -6.2% |
| All | +140.1% | +23.1% | +116.9% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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