+46.2%
RBRK vs MDY
+12.5%
+33.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.9% | -7.2% | -6.8% |
| 7D | -20.9% | -3.4% | -17.4% | -17.4% |
| 30D | -15.9% | -3.2% | -12.8% | -12.4% |
| 3M | +24.7% | -6.7% | +31.3% | +34.9% |
| 6M | +85.1% | -1.8% | +86.9% | +90.9% |
| YTD | +38.3% | +9.2% | +29.1% | +27.9% |
| 1Y | +46.2% | +11.7% | +34.4% | +32.9% |
| All | +46.2% | +12.5% | +33.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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