+11.2%
RBRK vs RBA
-27.6%
+38.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -3.3% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -10.4% | -2.9% | -7.5% | -9.9% |
| 3M | +21.3% | -20.9% | +42.2% | +25.0% |
| 6M | +50.6% | -17.7% | +68.3% | +51.9% |
| YTD | +13.3% | -18.2% | +31.5% | +14.4% |
| 1Y | +11.2% | -29.1% | +40.3% | +15.8% |
| All | +11.2% | -27.6% | +38.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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