+140.3%
RBRK vs EL
-31.3%
+171.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | -3.5% | -4.4% | +0.8% | -2.6% |
| 30D | -8.3% | +10.3% | -18.5% | -10.2% |
| 3M | +24.7% | +13.4% | +11.3% | +21.2% |
| 6M | +58.9% | +3.1% | +55.8% | +56.4% |
| YTD | +16.3% | -6.9% | +23.2% | +16.1% |
| 1Y | +10.1% | +11.9% | -1.8% | +4.2% |
| All | +140.3% | -31.3% | +171.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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