+134.2%
RBRK vs RMBS
+54.6%
+79.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.1% |
| 7D | -7.5% | +1.8% | -9.3% | -8.0% |
| 30D | -10.4% | -13.9% | +3.5% | -6.7% |
| 3M | +21.3% | -39.8% | +61.1% | +37.3% |
| 6M | +50.6% | -6.0% | +56.7% | +37.5% |
| YTD | +13.3% | -5.4% | +18.7% | +0.2% |
| 1Y | +11.2% | -1.8% | +13.1% | -5.4% |
| All | +134.2% | +54.6% | +79.6% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling