+140.3%
RBRK vs BBWI
-58.1%
+198.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -3.5% | -8.0% | +4.5% | -2.1% |
| 30D | -8.3% | -6.6% | -1.7% | -7.3% |
| 3M | +24.7% | -2.7% | +27.4% | +24.4% |
| 6M | +58.9% | -12.8% | +71.7% | +60.4% |
| YTD | +16.3% | -10.5% | +26.7% | +15.9% |
| 1Y | +10.1% | -35.3% | +45.5% | +18.3% |
| All | +140.3% | -58.1% | +198.4% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling