+147.6%
RBRK vs OVV
+28.5%
+119.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | +3.7% | -3.7% | +7.4% | +4.8% |
| 30D | +1.7% | +8.0% | -6.3% | -0.5% |
| 3M | +27.7% | +11.3% | +16.5% | +22.8% |
| 6M | +60.3% | +24.0% | +36.3% | +47.2% |
| YTD | +19.8% | +65.3% | -45.5% | -1.6% |
| 1Y | -4.2% | +60.2% | -64.3% | -21.2% |
| All | +147.6% | +28.5% | +119.1% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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