+11.2%
RBRK vs MOD
+25.0%
-13.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.6% | -8.1% | -3.0% |
| 7D | -7.5% | -2.8% | -4.7% | -7.3% |
| 30D | -10.4% | -5.1% | -5.3% | -10.1% |
| 3M | +21.3% | -30.3% | +51.6% | +24.0% |
| 6M | +50.6% | -5.6% | +56.3% | +48.8% |
| YTD | +13.3% | +41.8% | -28.5% | +4.1% |
| 1Y | +11.2% | +28.9% | -17.7% | +6.3% |
| All | +11.2% | +25.0% | -13.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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