+63.9%
RBRK vs ET
+24.7%
+39.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +1.7% |
| 7D | -12.5% | -6.0% | -6.5% | -13.0% |
| 30D | -3.0% | -6.1% | +3.1% | -3.8% |
| 3M | +46.9% | -2.7% | +49.6% | +46.7% |
| 6M | +105.4% | +0.2% | +105.2% | +107.3% |
| YTD | +55.6% | +24.3% | +31.2% | +57.4% |
| 1Y | +63.9% | +26.4% | +37.5% | +63.9% |
| All | +63.9% | +24.7% | +39.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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