+134.2%
RBRK vs M
+32.0%
+102.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.2% | -3.9% |
| 7D | -7.5% | -4.2% | -3.3% | -6.8% |
| 30D | -10.4% | -7.2% | -3.2% | -9.3% |
| 3M | +21.3% | -11.1% | +32.4% | +23.2% |
| 6M | +50.6% | +28.8% | +21.9% | +41.4% |
| YTD | +13.3% | +2.0% | +11.3% | +11.0% |
| 1Y | +11.2% | +31.3% | -20.0% | +2.0% |
| All | +134.2% | +32.0% | +102.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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