+134.2%
RBRK vs EXEL
+137.0%
-2.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.3% |
| 7D | -7.5% | -4.9% | -2.6% | -7.0% |
| 30D | -10.4% | +11.4% | -21.8% | -11.6% |
| 3M | +21.3% | +4.9% | +16.4% | +20.5% |
| 6M | +50.6% | +34.4% | +16.2% | +44.6% |
| YTD | +13.3% | +28.0% | -14.7% | +9.4% |
| 1Y | +11.2% | +43.6% | -32.4% | +5.8% |
| All | +134.2% | +137.0% | -2.8% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling