+134.2%
RBRK vs BG
+23.8%
+110.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | -7.5% | +3.1% | -10.6% | -7.5% |
| 30D | -10.4% | +10.2% | -20.7% | -10.8% |
| 3M | +21.3% | -1.7% | +22.9% | +21.8% |
| 6M | +50.6% | +1.0% | +49.7% | +50.9% |
| YTD | +13.3% | +39.9% | -26.6% | +10.2% |
| 1Y | +11.2% | +53.2% | -42.0% | +5.7% |
| All | +134.2% | +23.8% | +110.4% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling