+134.2%
RBRK vs RUN
-11.8%
+146.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -7.5% | -3.7% | -3.8% | -7.2% |
| 30D | -10.4% | -13.0% | +2.6% | -9.4% |
| 3M | +21.3% | -31.8% | +53.1% | +25.0% |
| 6M | +50.6% | -32.2% | +82.9% | +54.7% |
| YTD | +13.3% | -53.5% | +66.8% | +19.4% |
| 1Y | +11.2% | -46.5% | +57.8% | +15.6% |
| All | +134.2% | -11.8% | +146.0% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling