+134.2%
RBRK vs BTSG
+447.3%
-313.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.0% |
| 7D | -7.5% | -3.3% | -4.2% | -6.6% |
| 30D | -10.4% | -1.6% | -8.8% | -10.0% |
| 3M | +21.3% | -6.9% | +28.2% | +21.9% |
| 6M | +50.6% | +42.1% | +8.5% | +28.4% |
| YTD | +13.3% | +56.8% | -43.5% | -7.2% |
| 1Y | +11.2% | +109.8% | -98.6% | -18.5% |
| All | +134.2% | +447.3% | -313.2% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling