+8.2%
RBRK vs MKTX
-8.5%
+16.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +10.4% | +1.1% | +9.4% | +10.3% |
| 3M | +21.6% | +36.1% | -14.5% | +16.2% |
| 6M | +70.7% | -12.9% | +83.6% | +88.9% |
| YTD | +22.5% | -8.5% | +31.0% | +30.6% |
| 1Y | +8.2% | -7.5% | +15.8% | +17.8% |
| All | +8.2% | -8.5% | +16.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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