+140.3%
RBRK vs PR
+51.7%
+88.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -8.3% | +10.4% | -18.7% | -11.1% |
| 3M | +24.7% | +21.1% | +3.5% | +16.7% |
| 6M | +58.9% | +28.8% | +30.2% | +43.7% |
| YTD | +16.3% | +71.8% | -55.5% | -6.7% |
| 1Y | +10.1% | +73.3% | -63.2% | -12.4% |
| All | +140.3% | +51.7% | +88.6% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling