+134.2%
RBRK vs EAT
+349.9%
-215.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -7.5% | -7.7% | +0.2% | -6.0% |
| 30D | -10.4% | -13.6% | +3.2% | -7.9% |
| 3M | +21.3% | +33.9% | -12.6% | +12.8% |
| 6M | +50.6% | +47.2% | +3.4% | +35.1% |
| YTD | +13.3% | +48.1% | -34.8% | +0.9% |
| 1Y | +11.2% | +33.7% | -22.4% | +2.0% |
| All | +134.2% | +349.9% | -215.7% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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