+41.9%
RBRK vs RAM
-82.2%
+124.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -32.5% | +21.3% | -8.3% |
| 7D | -20.9% | -49.5% | +28.6% | -17.1% |
| 30D | -15.9% | -63.2% | +47.3% | -11.8% |
| 3M | +24.7% | -58.5% | +83.2% | +29.9% |
| All | +41.9% | -82.2% | +124.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 6mo: compounded portfolio wealth divided by compounded RAM 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…
6mo analysis · Full analysis span regression · Available span rolling