+140.3%
RBRK vs PL
+827.2%
-686.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.7% |
| 7D | -3.5% | -9.0% | +5.5% | -1.8% |
| 30D | -8.3% | -29.6% | +21.3% | -2.3% |
| 3M | +24.7% | -45.7% | +70.3% | +38.0% |
| 6M | +58.9% | -34.3% | +93.2% | +63.1% |
| YTD | +16.3% | -15.4% | +31.6% | +12.3% |
| 1Y | +10.1% | +86.1% | -75.9% | -12.0% |
| All | +140.3% | +827.2% | -686.9% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling