+63.9%
RBRK vs AS
+3.3%
+60.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +1.7% |
| 7D | -12.5% | +13.8% | -26.3% | -13.5% |
| 30D | -3.0% | +16.7% | -19.7% | -4.5% |
| 3M | +46.9% | -11.5% | +58.4% | +50.7% |
| 6M | +105.4% | -5.5% | +110.9% | +107.1% |
| YTD | +55.6% | -14.2% | +69.8% | +58.1% |
| 1Y | +63.9% | +2.1% | +61.8% | +63.4% |
| All | +63.9% | +3.3% | +60.6% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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