+11.2%
RBRK vs PL
+79.0%
-67.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -7.5% | -9.2% | +1.7% | -6.4% |
| 30D | -10.4% | -32.9% | +22.4% | -6.1% |
| 3M | +21.3% | -51.9% | +73.1% | +31.1% |
| 6M | +50.6% | -35.3% | +86.0% | +53.8% |
| YTD | +13.3% | -16.6% | +29.9% | +12.0% |
| 1Y | +11.2% | +70.1% | -58.9% | +4.8% |
| All | +11.2% | +79.0% | -67.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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