+63.9%
RBRK vs TAP
+4.4%
+59.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +3.2% |
| 7D | -12.5% | +9.9% | -22.4% | -9.3% |
| 30D | -3.0% | +18.1% | -21.1% | +2.6% |
| 3M | +46.9% | +3.2% | +43.7% | +49.9% |
| 6M | +105.4% | +8.4% | +97.0% | +114.7% |
| YTD | +55.6% | -4.4% | +60.0% | +60.1% |
| 1Y | +63.9% | +3.2% | +60.7% | +68.1% |
| All | +63.9% | +4.4% | +59.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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