+134.2%
RBRK vs RL
+110.5%
+23.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.8% |
| 7D | -7.5% | -3.4% | -4.0% | -6.1% |
| 30D | -10.4% | -14.4% | +4.0% | -4.5% |
| 3M | +21.3% | -13.6% | +34.8% | +28.1% |
| 6M | +50.6% | +0.6% | +50.1% | +43.5% |
| YTD | +13.3% | -3.6% | +16.9% | +10.3% |
| 1Y | +11.2% | +8.3% | +2.9% | +0.5% |
| All | +134.2% | +110.5% | +23.6% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling