+10.1%
RBRK vs AS
-25.9%
+36.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -3.5% | -3.9% | +0.4% | -2.9% |
| 30D | -8.3% | -19.0% | +10.8% | -5.1% |
| 3M | +24.7% | -18.8% | +43.5% | +28.4% |
| 6M | +58.9% | -21.0% | +79.9% | +62.7% |
| YTD | +16.3% | -26.6% | +42.9% | +20.7% |
| 1Y | +10.1% | -25.3% | +35.5% | +17.1% |
| All | +10.1% | -25.9% | +36.1% | +17.1% |
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