+140.3%
RBRK vs AR
+22.4%
+117.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -8.3% | +3.5% | -11.8% | -9.5% |
| 3M | +24.7% | +9.9% | +14.8% | +19.8% |
| 6M | +58.9% | +4.5% | +54.4% | +53.8% |
| YTD | +16.3% | +13.7% | +2.6% | +8.2% |
| 1Y | +10.1% | +19.2% | -9.1% | -0.3% |
| All | +140.3% | +22.4% | +117.9% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling