+134.2%
RBRK vs ETR
+112.9%
+21.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -7.5% | -1.8% | -5.7% | -7.4% |
| 30D | -10.4% | -1.8% | -8.7% | -10.4% |
| 3M | +21.3% | -3.6% | +24.9% | +21.4% |
| 6M | +50.6% | +2.6% | +48.0% | +48.1% |
| YTD | +13.3% | +16.0% | -2.7% | +7.7% |
| 1Y | +11.2% | +20.1% | -8.9% | +4.8% |
| All | +134.2% | +112.9% | +21.3% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling