+46.2%
RBRK vs BHP
+48.4%
-2.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.9% | -9.2% | -10.9% |
| 7D | -20.9% | -4.0% | -16.9% | -20.4% |
| 30D | -15.9% | -9.7% | -6.3% | -15.0% |
| 3M | +24.7% | -10.2% | +34.8% | +25.9% |
| 6M | +85.1% | +1.3% | +83.8% | +82.3% |
| YTD | +38.3% | +35.6% | +2.6% | +27.2% |
| 1Y | +46.2% | +47.5% | -1.3% | +30.4% |
| All | +46.2% | +48.4% | -2.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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