+63.9%
RBRK vs ALM
+44.8%
+19.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +2.0% |
| 7D | -12.5% | -6.4% | -6.1% | -11.9% |
| 30D | -3.0% | -35.0% | +32.0% | +0.6% |
| 3M | +46.9% | -33.8% | +80.7% | +51.3% |
| 6M | +105.4% | -55.0% | +160.4% | +116.7% |
| YTD | +55.6% | -0.2% | +55.8% | +43.4% |
| 1Y | +63.9% | +41.8% | +22.1% | +41.4% |
| All | +63.9% | +44.8% | +19.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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