+46.2%
RBRK vs MULL
+253.2%
-207.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -34.2% | +23.1% | -9.1% |
| 7D | -20.9% | -53.1% | +32.2% | -17.8% |
| 30D | -15.9% | -64.1% | +48.1% | -12.0% |
| 3M | +24.7% | -54.6% | +79.2% | +28.8% |
| 6M | +85.1% | -38.7% | +123.8% | +79.6% |
| YTD | +38.3% | +144.7% | -106.5% | +7.1% |
| 1Y | +46.2% | +220.3% | -174.1% | +2.0% |
| All | +46.2% | +253.2% | -207.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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