+134.2%
RBRK vs TLN
+222.4%
-88.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -7.5% | -1.3% | -6.2% | -7.2% |
| 30D | -10.4% | -14.3% | +3.9% | -7.0% |
| 3M | +21.3% | -9.3% | +30.6% | +22.1% |
| 6M | +50.6% | -1.1% | +51.7% | +46.0% |
| YTD | +13.3% | -16.6% | +29.9% | +14.3% |
| 1Y | +11.2% | -22.0% | +33.2% | +14.2% |
| All | +134.2% | +222.4% | -88.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling