+197.0%
RBRK vs MOD
+52.2%
+144.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.3% | -5.7% |
| 7D | +3.9% | +40.4% | -36.5% | -3.5% |
| 30D | -3.5% | -14.0% | +10.5% | -1.9% |
| 3M | +4.6% | -33.3% | +37.9% | +11.2% |
| 6M | +84.7% | -51.4% | +136.1% | +106.5% |
| YTD | +43.7% | +1.6% | +42.1% | +28.6% |
| 1Y | +55.8% | +5.4% | +50.5% | +37.4% |
| All | +197.0% | +52.2% | +144.7% | +115.0% |
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