+140.3%
RBRK vs COMP
+213.6%
-73.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.3% | +0.9% |
| 7D | -3.5% | -8.4% | +4.9% | -2.2% |
| 30D | -8.3% | -20.2% | +11.9% | -5.1% |
| 3M | +24.7% | +28.1% | -3.4% | +19.9% |
| 6M | +58.9% | +14.9% | +44.1% | +53.7% |
| YTD | +16.3% | -4.2% | +20.4% | +15.4% |
| 1Y | +10.1% | +10.2% | -0.1% | +6.8% |
| All | +140.3% | +213.6% | -73.3% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling