+134.2%
RBRK vs BAH
-44.4%
+178.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -7.5% | +4.3% | -11.8% | -8.5% |
| 30D | -10.4% | -2.5% | -8.0% | -9.9% |
| 3M | +21.3% | -0.9% | +22.2% | +21.2% |
| 6M | +50.6% | +1.5% | +49.2% | +49.9% |
| YTD | +13.3% | -8.0% | +21.3% | +14.4% |
| 1Y | +11.2% | -24.7% | +36.0% | +15.4% |
| All | +134.2% | -44.4% | +178.6% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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