+197.0%
RBRK vs AS
+109.2%
+87.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | +3.9% | -4.9% | +8.8% | +5.8% |
| 30D | -3.5% | +3.9% | -7.4% | -5.1% |
| 3M | +4.6% | -9.6% | +14.2% | +7.8% |
| 6M | +84.7% | -8.7% | +93.4% | +87.9% |
| YTD | +43.7% | -19.8% | +63.5% | +51.7% |
| 1Y | +55.8% | -1.5% | +57.4% | +49.5% |
| All | +197.0% | +109.2% | +87.7% | +114.2% |
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