+134.2%
RBRK vs AS
+96.2%
+38.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.5% |
| 7D | -7.5% | -4.9% | -2.6% | -5.7% |
| 30D | -10.4% | -15.0% | +4.6% | -4.9% |
| 3M | +21.3% | -21.2% | +42.4% | +31.7% |
| 6M | +50.6% | -16.0% | +66.6% | +57.0% |
| YTD | +13.3% | -24.8% | +38.1% | +23.3% |
| 1Y | +11.2% | -24.1% | +35.3% | +19.9% |
| All | +134.2% | +96.2% | +38.0% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling