+11.3%
RBRK vs IRE
-85.3%
+96.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +7.9% | +0.4% |
| 7D | -3.5% | +7.9% | -11.5% | -3.8% |
| 30D | -8.3% | +9.3% | -17.5% | -8.7% |
| 3M | +24.7% | -52.3% | +77.0% | +25.5% |
| 6M | +58.9% | -38.5% | +97.4% | +53.3% |
| YTD | +16.3% | -54.8% | +71.1% | +10.6% |
| All | +11.3% | -85.3% | +96.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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