+63.9%
RBRK vs ALLY
+4.2%
+59.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +0.9% |
| 7D | -12.5% | +2.4% | -14.9% | -13.2% |
| 30D | -3.0% | +5.6% | -8.6% | -4.8% |
| 3M | +46.9% | -11.7% | +58.6% | +53.0% |
| 6M | +105.4% | -7.0% | +112.4% | +108.9% |
| YTD | +55.6% | -10.4% | +66.0% | +59.2% |
| 1Y | +63.9% | +2.4% | +61.5% | +59.1% |
| All | +63.9% | +4.2% | +59.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling