+63.9%
RBRK vs COMP
+23.8%
+40.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +0.7% |
| 7D | -12.5% | +9.5% | -22.0% | -14.0% |
| 30D | -3.0% | +8.1% | -11.1% | -4.6% |
| 3M | +46.9% | -16.3% | +63.3% | +51.3% |
| 6M | +105.4% | +42.2% | +63.2% | +88.5% |
| YTD | +55.6% | -5.0% | +60.6% | +61.2% |
| 1Y | +63.9% | +20.1% | +43.8% | +70.6% |
| All | +63.9% | +23.8% | +40.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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