+134.2%
RBRK vs AR
+20.1%
+114.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.9% |
| 7D | -7.5% | -2.5% | -5.0% | -6.7% |
| 30D | -10.4% | +2.5% | -13.0% | -11.3% |
| 3M | +21.3% | +12.3% | +9.0% | +15.6% |
| 6M | +50.6% | -3.1% | +53.8% | +50.3% |
| YTD | +13.3% | +11.5% | +1.8% | +6.1% |
| 1Y | +11.2% | +17.0% | -5.8% | +1.3% |
| All | +134.2% | +20.1% | +114.1% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling