+153.2%
RBRK vs PL
+906.7%
-753.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.9% |
| 7D | +0.7% | -9.3% | +10.0% | +2.3% |
| 30D | +10.4% | -18.9% | +29.4% | +14.6% |
| 3M | +21.6% | -58.4% | +80.0% | +40.2% |
| 6M | +70.7% | -30.3% | +101.0% | +73.3% |
| YTD | +22.5% | -8.1% | +30.6% | +16.6% |
| 1Y | +8.2% | +180.5% | -172.3% | -22.5% |
| All | +153.2% | +906.7% | -753.5% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling