+140.3%
RBRK vs RACE
+1.2%
+139.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | -8.3% | -0.4% | -7.9% | -8.2% |
| 3M | +24.7% | +17.9% | +6.8% | +17.3% |
| 6M | +58.9% | +19.3% | +39.6% | +47.9% |
| YTD | +16.3% | +11.9% | +4.4% | +10.1% |
| 1Y | +10.1% | -12.7% | +22.9% | +13.8% |
| All | +140.3% | +1.2% | +139.1% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling