+55.4%
RBRK vs CAPR
-71.9%
+127.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.6% | -3.1% |
| 7D | +1.9% | -12.6% | +14.5% | +1.9% |
| 30D | -9.3% | +124.4% | -133.7% | -9.3% |
| 3M | +23.8% | -66.8% | +90.6% | +33.9% |
| 6M | +55.4% | -71.8% | +127.2% | +71.1% |
| All | +55.4% | -71.9% | +127.3% | +71.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling