+50.6%
RBRK vs ETR
+1.5%
+49.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.8% |
| 7D | -7.5% | -1.8% | -5.7% | -8.7% |
| 30D | -10.4% | -1.8% | -8.7% | -11.5% |
| 3M | +21.3% | -3.6% | +24.9% | +19.2% |
| 6M | +50.6% | +2.6% | +48.0% | +52.1% |
| All | +50.6% | +1.5% | +49.1% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 6mo: compounded portfolio wealth divided by compounded ETR 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…
6mo analysis · Full analysis span regression · 6 months rolling