+63.9%
RBRK vs FIVE
+63.3%
+0.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +0.6% |
| 7D | -12.5% | +7.5% | -20.0% | -13.9% |
| 30D | -3.0% | +16.7% | -19.7% | -6.3% |
| 3M | +46.9% | +13.4% | +33.6% | +41.7% |
| 6M | +105.4% | +9.0% | +96.4% | +101.1% |
| YTD | +55.6% | +33.8% | +21.8% | +36.8% |
| 1Y | +63.9% | +61.2% | +2.7% | +30.6% |
| All | +63.9% | +63.3% | +0.6% | +30.6% |
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