+63.9%
RBRK vs CASY
+32.1%
+31.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.1% |
| 7D | -12.5% | +0.8% | -13.3% | -12.5% |
| 30D | -3.0% | +9.4% | -12.4% | -3.0% |
| 3M | +46.9% | -20.6% | +67.5% | +45.9% |
| 6M | +105.4% | -20.7% | +126.1% | +105.7% |
| YTD | +55.6% | +22.5% | +33.1% | +54.1% |
| 1Y | +63.9% | +29.5% | +34.4% | +62.7% |
| All | +63.9% | +32.1% | +31.7% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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