+147.6%
RBRK vs PR
+51.4%
+96.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | +3.7% | -0.6% | +4.2% | +3.8% |
| 30D | +1.7% | +17.4% | -15.6% | -3.1% |
| 3M | +27.7% | +21.8% | +6.0% | +19.3% |
| 6M | +60.3% | +27.6% | +32.7% | +45.4% |
| YTD | +19.8% | +71.4% | -51.6% | -3.8% |
| 1Y | -4.2% | +78.3% | -82.5% | -25.1% |
| All | +147.6% | +51.4% | +96.3% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling