+153.2%
RBRK vs COMP
+244.3%
-91.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +10.4% | -13.3% | +23.8% | +12.8% |
| 3M | +21.6% | +41.1% | -19.5% | +15.3% |
| 6M | +70.7% | +17.2% | +53.5% | +64.5% |
| YTD | +22.5% | +5.2% | +17.3% | +19.8% |
| 1Y | +8.2% | +18.9% | -10.7% | +3.8% |
| All | +153.2% | +244.3% | -91.1% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling