+153.2%
RBRK vs MOD
+118.4%
+34.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.8% |
| 7D | +0.7% | +9.6% | -8.9% | -1.3% |
| 30D | +10.4% | 0.0% | +10.4% | +10.4% |
| 3M | +21.6% | -35.4% | +57.0% | +31.7% |
| 6M | +70.7% | -7.3% | +78.0% | +66.9% |
| YTD | +22.5% | +45.8% | -23.3% | +4.0% |
| 1Y | +8.2% | +43.1% | -34.9% | -9.2% |
| All | +153.2% | +118.4% | +34.7% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling