+63.9%
RBRK vs ARWR
+59.7%
+4.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.4% | +2.1% |
| 7D | -12.5% | +2.4% | -14.9% | -12.5% |
| 30D | -3.0% | -1.1% | -1.9% | -3.1% |
| 3M | +46.9% | -31.2% | +78.1% | +47.2% |
| 6M | +105.4% | -19.3% | +124.7% | +105.5% |
| YTD | +55.6% | -7.1% | +62.7% | +54.2% |
| 1Y | +63.9% | +62.9% | +1.0% | +61.1% |
| All | +63.9% | +59.7% | +4.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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