+140.1%
RBRK vs RBA
+14.1%
+126.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | +1.9% | -1.9% | +3.8% | +2.7% |
| 30D | -9.3% | -13.0% | +3.7% | -4.2% |
| 3M | +23.8% | -23.1% | +46.9% | +34.7% |
| 6M | +55.4% | -22.6% | +78.0% | +67.7% |
| YTD | +16.1% | -20.4% | +36.5% | +22.4% |
| 1Y | -9.8% | -29.6% | +19.8% | +1.9% |
| All | +140.1% | +14.1% | +126.0% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling