+134.2%
RBRK vs BOXX
+10.9%
+123.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -3.3% |
| 7D | -7.5% | +0.1% | -7.5% | -8.2% |
| 30D | -10.4% | +0.3% | -10.7% | -15.0% |
| 3M | +21.3% | +1.0% | +20.2% | +0.7% |
| 6M | +50.6% | +1.9% | +48.7% | +4.3% |
| YTD | +13.3% | +2.7% | +10.6% | -31.9% |
| 1Y | +11.2% | +4.0% | +7.2% | -47.9% |
| All | +134.2% | +10.9% | +123.3% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling