+134.2%
RBRK vs PR
+52.2%
+82.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | -7.5% | +1.8% | -9.3% | -8.0% |
| 30D | -10.4% | +10.9% | -21.3% | -13.2% |
| 3M | +21.3% | +24.5% | -3.2% | +12.5% |
| 6M | +50.6% | +25.0% | +25.7% | +37.9% |
| YTD | +13.3% | +72.4% | -59.1% | -9.1% |
| 1Y | +11.2% | +77.2% | -66.0% | -12.4% |
| All | +134.2% | +52.2% | +82.0% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling