+63.9%
RBRK vs EME
-3.1%
+67.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.8% | +2.8% |
| 7D | -12.5% | -5.8% | -6.7% | -12.2% |
| 30D | -3.0% | -17.9% | +14.9% | -1.5% |
| 3M | +46.9% | -22.0% | +68.9% | +49.4% |
| 6M | +105.4% | -29.7% | +135.1% | +110.1% |
| YTD | +55.6% | +4.7% | +50.9% | +43.2% |
| 1Y | +63.9% | -2.1% | +66.0% | +55.8% |
| All | +63.9% | -3.1% | +67.0% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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