+147.6%
RBRK vs ALLE
+26.6%
+121.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +3.7% | +2.8% | +0.9% | +3.0% |
| 30D | +1.7% | -7.6% | +9.4% | +3.6% |
| 3M | +27.7% | +22.8% | +5.0% | +21.7% |
| 6M | +60.3% | +4.6% | +55.7% | +58.9% |
| YTD | +19.8% | -1.2% | +21.0% | +20.3% |
| 1Y | -4.2% | -9.1% | +5.0% | -0.2% |
| All | +147.6% | +26.6% | +121.0% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling