+134.2%
RBRK vs BNS
+121.5%
+12.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -7.5% | -0.4% | -7.1% | -7.3% |
| 30D | -10.4% | +3.5% | -13.9% | -12.1% |
| 3M | +21.3% | +14.1% | +7.2% | +10.6% |
| 6M | +50.6% | +33.8% | +16.9% | +20.2% |
| YTD | +13.3% | +29.5% | -16.2% | -7.9% |
| 1Y | +11.2% | +48.4% | -37.2% | -20.1% |
| All | +134.2% | +121.5% | +12.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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