+46.2%
RBRK vs EFV
-38.5%
+84.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -50.9% | +39.8% | -0.3% |
| 7D | -20.9% | -49.8% | +29.0% | -11.4% |
| 30D | -15.9% | -49.4% | +33.5% | -5.9% |
| 3M | +24.7% | -51.0% | +75.7% | +39.5% |
| 6M | +85.1% | -46.8% | +131.9% | +105.1% |
| YTD | +38.3% | -42.6% | +80.9% | +49.7% |
| 1Y | +46.2% | -38.8% | +84.9% | +51.3% |
| All | +46.2% | -38.5% | +84.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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