+47.8%
RBRK vs NYT
+19.3%
+28.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.2% | -0.2% |
| 7D | -14.8% | -2.6% | -12.2% | -14.8% |
| 30D | -14.5% | +5.3% | -19.9% | -14.7% |
| 3M | +25.0% | +5.9% | +19.1% | +24.9% |
| 6M | +83.0% | -17.8% | +100.8% | +84.8% |
| YTD | +38.3% | -0.3% | +38.6% | +37.7% |
| 1Y | +47.8% | +15.4% | +32.5% | +36.0% |
| All | +47.8% | +19.3% | +28.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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