+8.2%
RBRK vs BN
-6.5%
+14.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | +0.7% | -2.5% | +3.1% | +2.2% |
| 30D | +10.4% | -9.5% | +19.9% | +16.9% |
| 3M | +21.6% | -10.4% | +32.0% | +29.3% |
| 6M | +70.7% | -6.4% | +77.1% | +74.6% |
| YTD | +22.5% | -11.9% | +34.3% | +28.8% |
| 1Y | +8.2% | -8.6% | +16.8% | +14.3% |
| All | +8.2% | -6.5% | +14.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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