+11.2%
RBRK vs RIO
+69.4%
-58.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -7.5% | -3.2% | -4.3% | -7.0% |
| 30D | -10.4% | +0.9% | -11.3% | -10.6% |
| 3M | +21.3% | -1.4% | +22.7% | +21.2% |
| 6M | +50.6% | +10.9% | +39.7% | +44.7% |
| YTD | +13.3% | +31.2% | -17.9% | +5.4% |
| 1Y | +11.2% | +67.9% | -56.7% | -7.8% |
| All | +11.2% | +69.4% | -58.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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