+11.2%
RBRK vs S
+8.9%
+2.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -7.5% | -0.7% | -6.8% | -7.1% |
| 30D | -10.4% | -11.4% | +1.0% | -3.7% |
| 3M | +21.3% | +33.8% | -12.5% | +7.1% |
| 6M | +50.6% | +39.5% | +11.2% | +27.3% |
| YTD | +13.3% | +31.7% | -18.4% | -5.3% |
| 1Y | +11.2% | +7.0% | +4.3% | -1.3% |
| All | +11.2% | +8.9% | +2.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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