+11.2%
RBRK vs BTG
+25.2%
-14.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -7.5% | -3.8% | -3.7% | -6.9% |
| 30D | -10.4% | +3.6% | -14.1% | -10.9% |
| 3M | +21.3% | +32.0% | -10.7% | +15.3% |
| 6M | +50.6% | +3.4% | +47.3% | +47.2% |
| YTD | +13.3% | +20.8% | -7.5% | +9.0% |
| 1Y | +11.2% | +22.4% | -11.2% | +3.2% |
| All | +11.2% | +25.2% | -14.0% | +3.2% |
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