+153.2%
RBRK vs EXPD
+73.6%
+79.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +10.4% | +4.1% | +6.4% | +9.7% |
| 3M | +21.6% | +17.9% | +3.7% | +18.6% |
| 6M | +70.7% | +29.2% | +41.5% | +63.9% |
| YTD | +22.5% | +27.4% | -4.9% | +17.4% |
| 1Y | +8.2% | +56.8% | -48.6% | -1.5% |
| All | +153.2% | +73.6% | +79.6% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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