+140.1%
RBRK vs ARMK
+80.0%
+60.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | +1.9% | +0.3% | +1.5% | +1.7% |
| 30D | -9.3% | +2.4% | -11.6% | -10.5% |
| 3M | +23.8% | +6.1% | +17.8% | +20.0% |
| 6M | +55.4% | +41.8% | +13.6% | +27.9% |
| YTD | +16.1% | +55.5% | -39.4% | -10.2% |
| 1Y | -9.8% | +49.6% | -59.4% | -28.6% |
| All | +140.1% | +80.0% | +60.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 all: compounded portfolio wealth divided by compounded ARMK 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…
all analysis · Full analysis span regression · 6 months rolling