+134.2%
RBRK vs ED
+23.9%
+110.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.7% |
| 7D | -7.5% | -0.8% | -6.7% | -8.0% |
| 30D | -10.4% | -0.4% | -10.0% | -10.5% |
| 3M | +21.3% | +0.5% | +20.8% | +22.3% |
| 6M | +50.6% | -3.1% | +53.8% | +49.5% |
| YTD | +13.3% | +9.8% | +3.5% | +22.4% |
| 1Y | +11.2% | +12.6% | -1.3% | +22.7% |
| All | +134.2% | +23.9% | +110.3% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling