+134.2%
RBRK vs QS
+1.1%
+133.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -2.8% |
| 7D | -7.5% | -3.6% | -3.8% | -7.0% |
| 30D | -10.4% | -17.2% | +6.8% | -7.9% |
| 3M | +21.3% | -27.0% | +48.2% | +26.2% |
| 6M | +50.6% | -24.6% | +75.2% | +54.5% |
| YTD | +13.3% | -49.3% | +62.6% | +22.0% |
| 1Y | +11.2% | -40.3% | +51.6% | +15.4% |
| All | +134.2% | +1.1% | +133.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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