+46.2%
RBRK vs RSG
+21.1%
+25.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.6% | -12.8% | -10.7% |
| 7D | -20.9% | +5.6% | -26.4% | -19.7% |
| 30D | -15.9% | +16.1% | -32.1% | -13.4% |
| 3M | +24.7% | +20.5% | +4.2% | +28.9% |
| 6M | +85.1% | +22.7% | +62.4% | +92.6% |
| YTD | +38.3% | +18.7% | +19.5% | +48.3% |
| 1Y | +46.2% | +21.9% | +24.3% | +56.6% |
| All | +46.2% | +21.1% | +25.1% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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