+134.2%
RBRK vs BRO
-18.0%
+152.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.5% | -7.3% | -0.2% | -6.4% |
| 30D | -10.4% | -6.9% | -3.6% | -9.6% |
| 3M | +21.3% | +10.7% | +10.6% | +18.4% |
| 6M | +50.6% | -2.7% | +53.3% | +50.0% |
| YTD | +13.3% | -16.3% | +29.6% | +15.2% |
| 1Y | +11.2% | -29.1% | +40.3% | +16.6% |
| All | +134.2% | -18.0% | +152.2% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling