+46.2%
RBRK vs NTRS
+39.4%
+6.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.3% | +4.1% |
| 7D | -3.0% | +4.1% | -7.1% | -4.0% |
| 30D | -11.1% | +5.6% | -16.7% | -12.4% |
| 3M | +23.5% | -3.8% | +27.3% | +23.7% |
| 6M | +78.4% | +11.8% | +66.6% | +68.0% |
| YTD | +45.4% | +32.0% | +13.4% | +23.0% |
| All | +46.2% | +39.4% | +6.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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