+64.5%
RBRK vs QSR
+22.3%
+42.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.3% | +1.6% |
| 7D | -12.5% | +5.2% | -17.7% | -12.9% |
| 30D | -3.0% | +12.2% | -15.2% | -4.4% |
| 3M | +46.9% | +7.0% | +39.9% | +45.3% |
| 6M | +105.4% | -0.3% | +105.7% | +106.6% |
| YTD | +55.6% | +18.0% | +37.6% | +45.9% |
| All | +64.5% | +22.3% | +42.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling