+64.5%
RBRK vs BTG
+26.2%
+38.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +0.7% |
| 7D | -12.5% | -0.2% | -12.3% | -12.5% |
| 30D | -3.0% | -0.8% | -2.2% | -3.0% |
| 3M | +46.9% | +31.8% | +15.1% | +38.4% |
| 6M | +105.4% | +20.4% | +85.0% | +95.6% |
| YTD | +55.6% | +14.7% | +40.9% | +47.5% |
| All | +64.5% | +26.2% | +38.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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