+134.2%
RBRK vs ARWR
+266.6%
-132.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | -7.5% | -4.0% | -3.5% | -6.9% |
| 30D | -10.4% | -5.0% | -5.4% | -9.7% |
| 3M | +21.3% | +11.3% | +9.9% | +18.8% |
| 6M | +50.6% | +42.6% | +8.0% | +40.4% |
| YTD | +13.3% | +24.8% | -11.5% | +7.5% |
| 1Y | +11.2% | +178.8% | -167.5% | -12.3% |
| All | +134.2% | +266.6% | -132.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling