+63.9%
RBRK vs RGEN
+19.5%
+44.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -12.5% | -3.5% | -9.0% | -11.4% |
| 30D | -3.0% | -6.0% | +3.0% | -1.4% |
| 3M | +46.9% | +19.0% | +27.9% | +39.9% |
| 6M | +105.4% | +50.7% | +54.7% | +79.3% |
| YTD | +55.6% | +8.8% | +46.8% | +52.7% |
| 1Y | +63.9% | +21.3% | +42.6% | +55.3% |
| All | +63.9% | +19.5% | +44.3% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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