+63.9%
RBRK vs EMB
+0.7%
+63.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +0.7% |
| 7D | -12.5% | +0.7% | -13.2% | -13.3% |
| 30D | -3.0% | +2.3% | -5.3% | -5.9% |
| 3M | +46.9% | -2.5% | +49.4% | +52.2% |
| 6M | +105.4% | -1.1% | +106.5% | +108.9% |
| YTD | +55.6% | -0.6% | +56.2% | +51.7% |
| 1Y | +63.9% | +0.6% | +63.3% | +52.8% |
| All | +63.9% | +0.7% | +63.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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