+64.5%
RBRK vs RMBS
-18.8%
+83.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +3.0% |
| 7D | -12.5% | -8.9% | -3.6% | -11.4% |
| 30D | -3.0% | -24.8% | +21.8% | +0.5% |
| 3M | +46.9% | -17.6% | +64.5% | +50.2% |
| 6M | +105.4% | -25.7% | +131.1% | +108.0% |
| YTD | +55.6% | -9.8% | +65.4% | +34.7% |
| All | +64.5% | -18.8% | +83.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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