+63.9%
RBRK vs THC
+46.1%
+17.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.6% | -7.5% | +2.6% |
| 7D | -12.5% | +8.8% | -21.4% | -12.1% |
| 30D | -3.0% | +12.6% | -15.6% | -2.4% |
| 3M | +46.9% | +15.4% | +31.6% | +48.2% |
| 6M | +105.4% | +57.7% | +47.7% | +112.2% |
| YTD | +55.6% | +47.1% | +8.5% | +61.1% |
| 1Y | +63.9% | +40.7% | +23.2% | +68.4% |
| All | +63.9% | +46.1% | +17.8% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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