+32.5%
RBRK vs EME
+19.6%
+12.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -4.0% | +19.6% | +16.1% |
| 7D | +7.0% | -0.6% | +7.6% | +6.8% |
| 30D | -2.0% | -10.4% | +8.4% | -1.0% |
| 3M | +46.9% | -8.9% | +55.8% | +48.0% |
| 6M | +87.5% | +5.7% | +81.8% | +81.7% |
| YTD | +31.0% | +22.7% | +8.3% | +21.4% |
| All | +32.5% | +19.6% | +12.9% | +15.1% |
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