+63.9%
RBRK vs ONTO
+46.1%
+17.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.7% | +10.8% | +3.0% |
| 7D | -12.5% | -17.4% | +4.9% | -11.0% |
| 30D | -3.0% | -43.2% | +40.2% | +1.3% |
| 3M | +46.9% | -35.7% | +82.7% | +51.4% |
| 6M | +105.4% | -38.3% | +143.7% | +110.7% |
| YTD | +55.6% | +17.1% | +38.5% | +32.6% |
| 1Y | +63.9% | +43.1% | +20.7% | +28.8% |
| All | +63.9% | +46.1% | +17.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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