+140.1%
RBRK vs P
+94.5%
+45.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +1.0% | -1.6% |
| 7D | +1.9% | +5.0% | -3.1% | +0.1% |
| 30D | -9.3% | -0.9% | -8.3% | -9.8% |
| 3M | +23.8% | +38.7% | -14.8% | +7.5% |
| 6M | +55.4% | +54.4% | +1.0% | +26.5% |
| YTD | +16.1% | +44.8% | -28.7% | -4.1% |
| 1Y | -9.8% | +22.5% | -32.4% | -24.6% |
| All | +140.1% | +94.5% | +45.5% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling