+134.2%
RBRK vs CASY
+98.2%
+36.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | -7.5% | -18.6% | +11.1% | -4.7% |
| 30D | -10.4% | -26.6% | +16.2% | -6.4% |
| 3M | +21.3% | -32.8% | +54.1% | +28.4% |
| 6M | +50.6% | -10.0% | +60.7% | +49.8% |
| YTD | +13.3% | +11.6% | +1.7% | +6.0% |
| 1Y | +11.2% | +11.5% | -0.2% | +3.9% |
| All | +134.2% | +98.2% | +36.0% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling