+134.2%
RBRK vs CHD
-10.0%
+144.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.5% |
| 7D | -7.5% | -4.5% | -3.0% | -9.2% |
| 30D | -10.4% | -6.7% | -3.7% | -12.9% |
| 3M | +21.3% | -2.7% | +24.0% | +20.3% |
| 6M | +50.6% | -4.9% | +55.6% | +49.4% |
| YTD | +13.3% | +13.3% | 0.0% | +20.5% |
| 1Y | +11.2% | +1.0% | +10.2% | +12.6% |
| All | +134.2% | -10.0% | +144.2% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling