+134.2%
RBRK vs P
+96.8%
+37.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.9% | -4.2% |
| 7D | -7.5% | -1.3% | -6.2% | -7.1% |
| 30D | -10.4% | -11.9% | +1.4% | -6.7% |
| 3M | +21.3% | +41.6% | -20.3% | +4.4% |
| 6M | +50.6% | +58.1% | -7.5% | +21.4% |
| YTD | +13.3% | +46.5% | -33.2% | -6.9% |
| 1Y | +11.2% | +19.1% | -7.8% | -5.3% |
| All | +134.2% | +96.8% | +37.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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