+63.9%
RBRK vs AR
+14.7%
+49.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.3% | +8.4% | +2.8% |
| 7D | -12.5% | -11.1% | -1.4% | -11.4% |
| 30D | -3.0% | +7.9% | -10.9% | -3.7% |
| 3M | +46.9% | +4.9% | +42.0% | +45.5% |
| 6M | +105.4% | -5.3% | +110.7% | +106.6% |
| YTD | +55.6% | +8.6% | +47.0% | +48.3% |
| 1Y | +63.9% | +13.7% | +50.2% | +55.7% |
| All | +63.9% | +14.7% | +49.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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