+63.9%
RBRK vs CP
+35.2%
+28.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +2.3% |
| 7D | -12.5% | +5.6% | -18.1% | -12.2% |
| 30D | -3.0% | +10.0% | -13.0% | -2.5% |
| 3M | +46.9% | +4.4% | +42.5% | +47.7% |
| 6M | +105.4% | +14.1% | +91.3% | +108.2% |
| YTD | +55.6% | +29.1% | +26.5% | +64.3% |
| 1Y | +63.9% | +34.6% | +29.3% | +68.0% |
| All | +63.9% | +35.2% | +28.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling