+140.3%
RBRK vs MOD
+101.2%
+39.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | -3.5% | -3.9% | +0.4% | -2.7% |
| 30D | -8.3% | -9.6% | +1.3% | -6.3% |
| 3M | +24.7% | -30.6% | +55.2% | +32.7% |
| 6M | +58.9% | -10.9% | +69.8% | +56.8% |
| YTD | +16.3% | +34.3% | -18.0% | +0.4% |
| 1Y | +10.1% | +18.3% | -8.2% | -2.1% |
| All | +140.3% | +101.2% | +39.1% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling