+134.2%
RBRK vs ALLY
+15.5%
+118.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -7.5% | -3.8% | -3.7% | -5.6% |
| 30D | -10.4% | -4.9% | -5.5% | -8.0% |
| 3M | +21.3% | -2.6% | +23.9% | +22.5% |
| 6M | +50.6% | +15.7% | +34.9% | +37.4% |
| YTD | +13.3% | -5.2% | +18.5% | +15.0% |
| 1Y | +11.2% | +2.8% | +8.4% | +7.4% |
| All | +134.2% | +15.5% | +118.7% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling