+63.9%
RBRK vs EXEL
+92.4%
-28.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | -12.5% | +9.8% | -22.3% | -12.9% |
| 30D | -3.0% | +23.6% | -26.6% | -4.3% |
| 3M | +46.9% | +29.9% | +17.0% | +44.3% |
| 6M | +105.4% | +64.7% | +40.7% | +94.1% |
| YTD | +55.6% | +66.0% | -10.4% | +46.0% |
| 1Y | +63.9% | +92.0% | -28.1% | +50.4% |
| All | +63.9% | +92.4% | -28.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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