+140.1%
RBRK vs AS
+94.1%
+46.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.8% |
| 7D | +1.9% | -2.8% | +4.6% | +3.0% |
| 30D | -9.3% | -23.2% | +13.9% | +0.1% |
| 3M | +23.8% | -20.1% | +43.9% | +33.6% |
| 6M | +55.4% | -18.5% | +73.9% | +63.9% |
| YTD | +16.1% | -25.6% | +41.8% | +26.9% |
| 1Y | -9.8% | -24.4% | +14.5% | -2.7% |
| All | +140.1% | +94.1% | +46.0% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling