+153.2%
RBRK vs AS
+106.4%
+46.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.3% |
| 7D | +0.7% | -4.9% | +5.6% | +2.6% |
| 30D | +10.4% | -19.6% | +30.0% | +19.7% |
| 3M | +21.6% | -14.4% | +36.0% | +27.8% |
| 6M | +70.7% | -20.1% | +90.8% | +82.1% |
| YTD | +22.5% | -20.9% | +43.4% | +30.7% |
| 1Y | +8.2% | -21.9% | +30.1% | +15.5% |
| All | +153.2% | +106.4% | +46.8% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling