+134.2%
RBRK vs THC
+170.3%
-36.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -7.5% | -0.5% | -7.0% | -7.5% |
| 30D | -10.4% | -1.2% | -9.3% | -10.3% |
| 3M | +21.3% | +52.3% | -31.0% | +15.1% |
| 6M | +50.6% | +12.4% | +38.2% | +49.2% |
| YTD | +13.3% | +32.7% | -19.4% | +8.9% |
| 1Y | +11.2% | +36.4% | -25.1% | +5.5% |
| All | +134.2% | +170.3% | -36.1% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling