+11.2%
RBRK vs BBWI
-31.4%
+42.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -9.0% | -3.0% |
| 7D | -7.5% | -4.8% | -2.7% | -7.1% |
| 30D | -10.4% | +3.5% | -13.9% | -10.6% |
| 3M | +21.3% | -0.3% | +21.6% | +21.0% |
| 6M | +50.6% | -5.4% | +56.0% | +50.7% |
| YTD | +13.3% | -4.7% | +18.0% | +13.2% |
| 1Y | +11.2% | -30.5% | +41.7% | +17.5% |
| All | +11.2% | -31.4% | +42.6% | +17.5% |
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