+134.2%
RBRK vs BR
-9.6%
+143.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -7.5% | -3.0% | -4.5% | -5.8% |
| 30D | -10.4% | -0.3% | -10.1% | -10.4% |
| 3M | +21.3% | +17.3% | +4.0% | +9.6% |
| 6M | +50.6% | -6.7% | +57.3% | +55.2% |
| YTD | +13.3% | -23.4% | +36.7% | +30.3% |
| 1Y | +11.2% | -32.7% | +43.9% | +38.5% |
| All | +134.2% | -9.6% | +143.8% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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