+46.2%
RBRK vs ITOT
+9.8%
+36.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.4% | -6.8% | -3.2% |
| 7D | -20.9% | -4.8% | -16.1% | -13.0% |
| 30D | -15.9% | -5.9% | -10.1% | -5.6% |
| 3M | +24.7% | -4.9% | +29.6% | +38.1% |
| 6M | +85.1% | +1.4% | +83.6% | +85.2% |
| YTD | +38.3% | +8.4% | +29.9% | +23.7% |
| 1Y | +46.2% | +9.3% | +36.8% | +29.3% |
| All | +46.2% | +9.8% | +36.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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