+14.3%
RBRK vs Q
+75.4%
-61.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | -3.5% | +4.1% | -7.6% | -4.3% |
| 30D | -8.3% | -10.7% | +2.5% | -6.5% |
| 3M | +24.7% | -11.7% | +36.4% | +24.8% |
| 6M | +58.9% | +8.3% | +50.6% | +45.0% |
| YTD | +16.3% | +51.3% | -35.1% | -7.0% |
| All | +14.3% | +75.4% | -61.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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