+11.2%
RBRK vs MOH
+4.9%
+6.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.3% |
| 7D | -7.5% | +1.7% | -9.2% | -7.3% |
| 30D | -10.4% | -0.9% | -9.5% | -10.4% |
| 3M | +21.3% | +5.7% | +15.6% | +22.8% |
| 6M | +50.6% | +39.1% | +11.5% | +57.5% |
| YTD | +13.3% | +17.7% | -4.4% | +19.0% |
| 1Y | +11.2% | +8.4% | +2.9% | +17.9% |
| All | +11.2% | +4.9% | +6.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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