+134.2%
RBRK vs FIVE
+62.7%
+71.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | -7.5% | -3.0% | -4.5% | -6.9% |
| 30D | -10.4% | +2.7% | -13.1% | -11.1% |
| 3M | +21.3% | +21.1% | +0.2% | +16.2% |
| 6M | +50.6% | +11.9% | +38.7% | +46.1% |
| YTD | +13.3% | +29.9% | -16.6% | +6.4% |
| 1Y | +11.2% | +67.8% | -56.6% | -0.8% |
| All | +134.2% | +62.7% | +71.4% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling