+197.0%
RBRK vs COMP
+216.1%
-19.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.7% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -3.5% | +16.6% | -20.1% | -5.9% |
| 3M | +4.6% | -23.5% | +28.1% | +8.4% |
| 6M | +84.7% | +25.7% | +59.0% | +77.1% |
| YTD | +43.7% | -3.4% | +47.1% | +41.9% |
| 1Y | +55.8% | +7.6% | +48.2% | +51.7% |
| All | +197.0% | +216.1% | -19.1% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling