+140.1%
RBRK vs RL
+108.4%
+31.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -1.7% |
| 7D | +1.9% | -0.3% | +2.1% | +2.1% |
| 30D | -9.3% | -17.5% | +8.2% | -1.8% |
| 3M | +23.8% | -14.0% | +37.8% | +30.9% |
| 6M | +55.4% | -2.0% | +57.3% | +49.9% |
| YTD | +16.1% | -4.6% | +20.7% | +13.6% |
| 1Y | -9.8% | +9.5% | -19.3% | -19.4% |
| All | +140.1% | +108.4% | +31.7% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling