+140.3%
RBRK vs FIVE
+60.5%
+79.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -8.3% | +3.0% | -11.3% | -9.0% |
| 3M | +24.7% | +23.2% | +1.5% | +18.9% |
| 6M | +58.9% | +9.2% | +49.8% | +54.9% |
| YTD | +16.3% | +28.1% | -11.8% | +9.5% |
| 1Y | +10.1% | +65.3% | -55.1% | -1.4% |
| All | +140.3% | +60.5% | +79.8% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling