+46.2%
RBRK vs CHD
+30.6%
+15.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.6% | -10.5% | -11.5% |
| 7D | -20.9% | +5.0% | -25.9% | -18.4% |
| 30D | -15.9% | +15.3% | -31.3% | -8.9% |
| 3M | +24.7% | +7.7% | +16.9% | +29.7% |
| 6M | +85.1% | +19.8% | +65.3% | +109.3% |
| YTD | +38.3% | +34.0% | +4.2% | +73.8% |
| 1Y | +46.2% | +30.1% | +16.0% | +81.3% |
| All | +46.2% | +30.6% | +15.5% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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