+140.3%
RBRK vs ESI
+48.6%
+91.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.8% |
| 7D | -3.5% | -2.3% | -1.2% | -2.7% |
| 30D | -8.3% | -9.0% | +0.8% | -4.9% |
| 3M | +24.7% | -13.3% | +37.9% | +28.9% |
| 6M | +58.9% | +5.3% | +53.6% | +46.9% |
| YTD | +16.3% | +37.6% | -21.4% | -6.8% |
| 1Y | +10.1% | +33.6% | -23.5% | -10.6% |
| All | +140.3% | +48.6% | +91.7% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling