+50.6%
RBRK vs BB
+121.0%
-70.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -2.9% |
| 7D | -7.5% | -0.4% | -7.1% | -7.4% |
| 30D | -10.4% | -12.5% | +2.1% | -8.0% |
| 3M | +21.3% | -17.4% | +38.7% | +26.2% |
| 6M | +50.6% | +119.1% | -68.5% | +36.5% |
| All | +50.6% | +121.0% | -70.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 6mo: compounded portfolio wealth divided by compounded BB 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…
6mo analysis · Full analysis span regression · 6 months rolling