+11.2%
RBRK vs CAPR
+37.0%
-25.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.5% |
| 7D | -7.5% | -11.0% | +3.5% | -7.4% |
| 30D | -10.4% | +99.8% | -110.2% | -11.1% |
| 3M | +21.3% | -66.6% | +87.8% | +22.0% |
| 6M | +50.6% | -75.1% | +125.7% | +52.0% |
| YTD | +13.3% | -71.0% | +84.3% | +14.1% |
| 1Y | +11.2% | +30.0% | -18.7% | +10.3% |
| All | +11.2% | +37.0% | -25.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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