+8.2%
RBRK vs FIVE
+66.7%
-58.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.5% |
| 7D | +0.7% | +4.3% | -3.6% | -0.3% |
| 30D | +10.4% | +12.5% | -2.1% | +6.8% |
| 3M | +21.6% | +31.2% | -9.6% | +13.1% |
| 6M | +70.7% | +14.4% | +56.3% | +63.7% |
| YTD | +22.5% | +33.9% | -11.4% | +11.1% |
| 1Y | +8.2% | +65.1% | -56.8% | -8.0% |
| All | +8.2% | +66.7% | -58.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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