+134.2%
RBRK vs EMB
+22.1%
+112.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.4% |
| 7D | -7.5% | -1.2% | -6.3% | -5.1% |
| 30D | -10.4% | -1.3% | -9.2% | -7.9% |
| 3M | +21.3% | -1.8% | +23.1% | +26.1% |
| 6M | +50.6% | +0.2% | +50.4% | +50.2% |
| YTD | +13.3% | +0.4% | +12.9% | +12.1% |
| 1Y | +11.2% | +2.8% | +8.4% | +4.2% |
| All | +134.2% | +22.1% | +112.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling