+63.9%
RBRK vs BTSG
+111.7%
-47.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -12.5% | +17.4% | -29.9% | -15.9% |
| 30D | -3.0% | +12.6% | -15.6% | -5.7% |
| 3M | +46.9% | +11.2% | +35.7% | +42.9% |
| 6M | +105.4% | +30.4% | +75.0% | +81.4% |
| YTD | +55.6% | +86.4% | -30.8% | +16.7% |
| 1Y | +63.9% | +117.9% | -54.0% | +14.9% |
| All | +63.9% | +111.7% | -47.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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