+134.2%
RBRK vs RMD
+22.1%
+112.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -7.5% | -4.4% | -3.1% | -6.5% |
| 30D | -10.4% | -3.1% | -7.3% | -9.8% |
| 3M | +21.3% | +13.8% | +7.5% | +17.1% |
| 6M | +50.6% | -8.6% | +59.2% | +54.9% |
| YTD | +13.3% | -8.6% | +21.9% | +15.8% |
| 1Y | +11.2% | -19.7% | +30.9% | +18.6% |
| All | +134.2% | +22.1% | +112.1% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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