+47.8%
RBRK vs BRO
-5.4%
+53.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -14.8% | +3.6% | -18.5% | -14.9% |
| 30D | -14.5% | +17.1% | -31.7% | -16.1% |
| 3M | +25.0% | +1.8% | +23.2% | +24.8% |
| 6M | +83.0% | +28.5% | +54.5% | +75.4% |
| YTD | +38.3% | -8.6% | +46.9% | +32.4% |
| 1Y | +47.8% | -4.7% | +52.5% | +52.8% |
| All | +47.8% | -5.4% | +53.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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