+63.9%
RBRK vs BBWI
+2.4%
+61.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +2.0% |
| 7D | -12.5% | +8.8% | -21.3% | -12.7% |
| 30D | -3.0% | +34.8% | -37.8% | -4.0% |
| 3M | +46.9% | +12.9% | +34.0% | +46.2% |
| 6M | +105.4% | +29.6% | +75.8% | +102.5% |
| YTD | +55.6% | +20.8% | +34.8% | +54.5% |
| 1Y | +63.9% | +4.1% | +59.8% | +65.2% |
| All | +63.9% | +2.4% | +61.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling