+140.1%
RBRK vs PL
+856.7%
-716.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.5% |
| 7D | +1.9% | -13.9% | +15.7% | +4.5% |
| 30D | -9.3% | -25.5% | +16.2% | -4.4% |
| 3M | +23.8% | -44.8% | +68.6% | +36.6% |
| 6M | +55.4% | -33.3% | +88.7% | +59.1% |
| YTD | +16.1% | -12.7% | +28.8% | +11.6% |
| 1Y | -9.8% | +90.9% | -100.7% | -28.3% |
| All | +140.1% | +856.7% | -716.6% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling