+8.2%
RBRK vs BWA
+59.1%
-50.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.7% |
| 7D | +0.7% | +5.7% | -5.0% | +0.7% |
| 30D | +10.4% | +1.4% | +9.0% | +10.4% |
| 3M | +21.6% | -12.1% | +33.7% | +20.8% |
| 6M | +70.7% | +28.6% | +42.2% | +71.1% |
| YTD | +22.5% | +51.1% | -28.6% | +19.5% |
| 1Y | +8.2% | +55.9% | -47.6% | +6.6% |
| All | +8.2% | +59.1% | -50.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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