+198.3%
RBRK vs AS
+111.0%
+87.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.1% |
| 7D | +4.4% | -3.6% | +8.0% | +5.8% |
| 30D | -6.8% | +3.4% | -10.2% | -8.2% |
| 3M | +14.1% | -8.6% | +22.7% | +17.2% |
| 6M | +82.5% | -10.0% | +92.6% | +86.9% |
| YTD | +44.3% | -19.2% | +63.5% | +52.0% |
| 1Y | +49.3% | -3.8% | +53.1% | +44.9% |
| All | +198.3% | +111.0% | +87.4% | +114.5% |
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