+46.2%
RBRK vs RUN
-48.3%
+94.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +12.3% | -23.4% | -12.2% |
| 7D | -20.9% | +30.0% | -50.9% | -23.3% |
| 30D | -15.9% | +27.0% | -43.0% | -18.3% |
| 3M | +24.7% | -5.9% | +30.6% | +25.5% |
| 6M | +85.1% | -26.7% | +111.8% | +91.2% |
| YTD | +38.3% | -46.4% | +84.6% | +49.0% |
| 1Y | +46.2% | -52.1% | +98.2% | +58.1% |
| All | +46.2% | -48.3% | +94.4% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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