+134.2%
RBRK vs NTRS
+140.8%
-6.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.2% |
| 7D | -7.5% | +1.4% | -8.9% | -8.3% |
| 30D | -10.4% | -0.7% | -9.8% | -10.1% |
| 3M | +21.3% | +11.3% | +10.0% | +13.0% |
| 6M | +50.6% | +35.5% | +15.1% | +21.6% |
| YTD | +13.3% | +40.6% | -27.3% | -11.3% |
| 1Y | +11.2% | +49.2% | -38.0% | -16.7% |
| All | +134.2% | +140.8% | -6.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling