+134.2%
RBRK vs ELF
-44.1%
+178.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -7.5% | -11.6% | +4.1% | -5.5% |
| 30D | -10.4% | +4.6% | -15.1% | -11.1% |
| 3M | +21.3% | +59.7% | -38.4% | +11.4% |
| 6M | +50.6% | +21.2% | +29.4% | +44.7% |
| YTD | +13.3% | +27.4% | -14.1% | +6.8% |
| 1Y | +11.2% | -29.8% | +41.1% | +16.0% |
| All | +134.2% | -44.1% | +178.3% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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