+11.2%
RBRK vs MKTX
-10.6%
+21.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | -10.4% | +0.7% | -11.2% | -10.5% |
| 3M | +21.3% | +40.8% | -19.5% | +16.1% |
| 6M | +50.6% | -8.0% | +58.6% | +60.2% |
| YTD | +13.3% | -8.7% | +22.0% | +17.3% |
| 1Y | +11.2% | -11.8% | +23.1% | +17.2% |
| All | +11.2% | -10.6% | +21.8% | +17.2% |
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