+134.2%
RBRK vs NWSA
+23.0%
+111.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | -7.5% | -2.8% | -4.7% | -5.4% |
| 30D | -10.4% | +3.0% | -13.5% | -12.4% |
| 3M | +21.3% | +12.3% | +9.0% | +9.6% |
| 6M | +50.6% | +21.9% | +28.8% | +25.7% |
| YTD | +13.3% | +13.6% | -0.3% | +0.4% |
| 1Y | +11.2% | +0.5% | +10.8% | +11.2% |
| All | +134.2% | +23.0% | +111.2% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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