+55.4%
RBRK vs COO
-15.7%
+71.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.2% | +3.2% | -2.6% |
| 7D | +1.9% | -9.0% | +10.8% | +2.4% |
| 30D | -9.3% | -16.8% | +7.5% | -8.6% |
| 3M | +23.8% | -7.5% | +31.3% | +25.9% |
| 6M | +55.4% | -16.3% | +71.6% | +80.6% |
| All | +55.4% | -15.7% | +71.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 6mo: compounded portfolio wealth divided by compounded COO 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…
6mo analysis · Full analysis span regression · 6 months rolling