+134.2%
RBRK vs EFX
-22.7%
+156.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -7.5% | -4.5% | -2.9% | -5.7% |
| 30D | -10.4% | -6.1% | -4.3% | -8.4% |
| 3M | +21.3% | +6.2% | +15.1% | +16.1% |
| 6M | +50.6% | -11.2% | +61.9% | +56.4% |
| YTD | +13.3% | -21.4% | +34.7% | +23.3% |
| 1Y | +11.2% | -34.3% | +45.6% | +30.5% |
| All | +134.2% | -22.7% | +156.9% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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