+140.3%
RBRK vs ALLE
+22.8%
+117.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -2.8% | -0.7% | -2.8% |
| 30D | -8.3% | -10.2% | +1.9% | -5.9% |
| 3M | +24.7% | +17.4% | +7.2% | +20.1% |
| 6M | +58.9% | +3.3% | +55.6% | +57.7% |
| YTD | +16.3% | -4.2% | +20.5% | +17.6% |
| 1Y | +10.1% | -10.5% | +20.7% | +14.8% |
| All | +140.3% | +22.8% | +117.5% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling