+134.2%
RBRK vs ESI
+49.4%
+84.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -7.5% | -4.6% | -2.9% | -5.9% |
| 30D | -10.4% | -10.5% | +0.1% | -6.6% |
| 3M | +21.3% | -19.8% | +41.1% | +29.6% |
| 6M | +50.6% | +5.8% | +44.8% | +39.0% |
| YTD | +13.3% | +38.3% | -25.0% | -9.4% |
| 1Y | +11.2% | +31.5% | -20.3% | -8.9% |
| All | +134.2% | +49.4% | +84.8% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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