+11.2%
RBRK vs ALM
+247.3%
-236.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -1.9% |
| 7D | -7.5% | -11.8% | +4.3% | -6.5% |
| 30D | -10.4% | +7.8% | -18.2% | -11.2% |
| 3M | +21.3% | -9.3% | +30.5% | +21.6% |
| 6M | +50.6% | -30.5% | +81.1% | +52.9% |
| YTD | +13.3% | +75.8% | -62.5% | +2.0% |
| 1Y | +11.2% | +241.2% | -229.9% | -16.1% |
| All | +11.2% | +247.3% | -236.1% | -16.1% |
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