+134.2%
RBRK vs TENB
-33.8%
+168.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | +1.9% |
| 7D | -7.5% | -12.1% | +4.6% | +1.4% |
| 30D | -10.4% | -18.6% | +8.2% | +3.5% |
| 3M | +21.3% | +12.1% | +9.2% | +8.1% |
| 6M | +50.6% | +46.8% | +3.8% | +6.9% |
| YTD | +13.3% | +28.0% | -14.7% | -10.4% |
| 1Y | +11.2% | -1.4% | +12.7% | +9.4% |
| All | +134.2% | -33.8% | +168.0% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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