+134.2%
RBRK vs ROP
-26.5%
+160.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.5% | -4.6% | -2.9% | -4.4% |
| 30D | -10.4% | -1.7% | -8.7% | -9.4% |
| 3M | +21.3% | +17.1% | +4.2% | +6.2% |
| 6M | +50.6% | +10.9% | +39.8% | +38.1% |
| YTD | +13.3% | -12.1% | +25.4% | +24.4% |
| 1Y | +11.2% | -24.2% | +35.5% | +36.9% |
| All | +134.2% | -26.5% | +160.7% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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