+140.1%
RBRK vs TAP
-33.3%
+173.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -3.1% |
| 7D | +1.9% | -5.1% | +7.0% | +1.6% |
| 30D | -9.3% | -8.4% | -0.8% | -9.7% |
| 3M | +23.8% | -3.9% | +27.7% | +23.8% |
| 6M | +55.4% | -14.4% | +69.7% | +55.7% |
| YTD | +16.1% | -14.7% | +30.9% | +16.2% |
| 1Y | -9.8% | -18.7% | +8.8% | -9.2% |
| All | +140.1% | -33.3% | +173.4% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling