+140.1%
RBRK vs ES
+28.4%
+111.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -9.3% | -1.0% | -8.3% | -9.3% |
| 3M | +23.8% | +1.5% | +22.3% | +23.9% |
| 6M | +55.4% | -3.5% | +58.8% | +55.9% |
| YTD | +16.1% | +7.0% | +9.2% | +16.2% |
| 1Y | -9.8% | +15.3% | -25.1% | -10.5% |
| All | +140.1% | +28.4% | +111.7% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling