+8.2%
RBRK vs ES
+16.6%
-8.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +10.4% | -2.0% | +12.4% | +10.0% |
| 3M | +21.6% | +1.7% | +20.0% | +22.2% |
| 6M | +70.7% | -3.5% | +74.3% | +71.9% |
| YTD | +22.5% | +7.9% | +14.6% | +24.3% |
| 1Y | +8.2% | +17.2% | -8.9% | +5.2% |
| All | +8.2% | +16.6% | -8.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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