+147.6%
RBRK vs RACE
+0.6%
+147.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | +3.7% | -1.0% | +4.7% | +4.0% |
| 30D | +1.7% | -1.5% | +3.3% | +2.2% |
| 3M | +27.7% | +15.5% | +12.3% | +21.1% |
| 6M | +60.3% | +17.3% | +43.0% | +50.1% |
| YTD | +19.8% | +11.1% | +8.7% | +13.7% |
| 1Y | -4.2% | -14.3% | +10.1% | 0.0% |
| All | +147.6% | +0.6% | +147.1% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling