+46.2%
RBRK vs BG
+8.8%
+37.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.6% | -12.7% | -10.7% |
| 7D | -20.9% | +2.6% | -23.5% | -20.3% |
| 30D | -15.9% | -8.2% | -7.8% | -17.8% |
| 3M | +24.7% | -7.0% | +31.7% | +21.5% |
| 6M | +85.1% | -23.5% | +108.6% | +76.0% |
| YTD | +38.3% | +12.6% | +25.6% | +70.5% |
| 1Y | +46.2% | +5.8% | +40.4% | +73.1% |
| All | +46.2% | +8.8% | +37.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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