+134.2%
RBRK vs COO
-40.2%
+174.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -7.5% | -22.5% | +15.0% | -1.7% |
| 30D | -10.4% | -29.7% | +19.3% | -2.3% |
| 3M | +21.3% | -20.1% | +41.4% | +27.7% |
| 6M | +50.6% | -26.9% | +77.5% | +63.2% |
| YTD | +13.3% | -34.2% | +47.5% | +26.9% |
| 1Y | +11.2% | -21.3% | +32.5% | +18.4% |
| All | +134.2% | -40.2% | +174.3% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling