+46.2%
RBRK vs TKO
+2.8%
+43.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.2% | -8.9% | -10.7% |
| 7D | -20.9% | +5.8% | -26.7% | -21.7% |
| 30D | -15.9% | +7.2% | -23.1% | -17.2% |
| 3M | +24.7% | +3.7% | +20.9% | +23.6% |
| 6M | +85.1% | +2.0% | +83.1% | +83.5% |
| YTD | +38.3% | -8.4% | +46.7% | +40.3% |
| 1Y | +46.2% | +2.6% | +43.5% | +46.7% |
| All | +46.2% | +2.8% | +43.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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