+11.2%
RBRK vs BWA
+55.6%
-44.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.5% |
| 7D | -7.5% | -1.3% | -6.2% | -7.5% |
| 30D | -10.4% | -2.9% | -7.5% | -10.5% |
| 3M | +21.3% | -10.7% | +32.0% | +20.4% |
| 6M | +50.6% | +26.5% | +24.2% | +51.6% |
| YTD | +13.3% | +49.1% | -35.8% | +12.2% |
| 1Y | +11.2% | +52.1% | -40.8% | +13.2% |
| All | +11.2% | +55.6% | -44.3% | +13.2% |
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