+140.1%
RBRK vs FIVE
+64.4%
+75.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -2.5% |
| 7D | +1.9% | +1.7% | +0.2% | +1.5% |
| 30D | -9.3% | +5.0% | -14.3% | -10.3% |
| 3M | +23.8% | +29.5% | -5.7% | +16.9% |
| 6M | +55.4% | +12.4% | +42.9% | +50.5% |
| YTD | +16.1% | +31.2% | -15.1% | +8.9% |
| 1Y | -9.8% | +72.9% | -82.7% | -20.1% |
| All | +140.1% | +64.4% | +75.6% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling