+8.2%
RBRK vs EXEL
+59.2%
-51.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.7% | +8.4% | -7.7% | +0.1% |
| 30D | +10.4% | +4.1% | +6.4% | +10.1% |
| 3M | +21.6% | +12.4% | +9.2% | +20.5% |
| 6M | +70.7% | +41.5% | +29.2% | +63.6% |
| YTD | +22.5% | +34.6% | -12.2% | +18.2% |
| 1Y | +8.2% | +57.9% | -49.6% | +1.6% |
| All | +8.2% | +59.2% | -51.0% | +1.6% |
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