+11.2%
RBRK vs TRI
-40.4%
+51.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -3.2% |
| 7D | -7.5% | -7.9% | +0.4% | -4.5% |
| 30D | -10.4% | -4.5% | -5.9% | -9.0% |
| 3M | +21.3% | +22.1% | -0.8% | +8.2% |
| 6M | +50.6% | -2.8% | +53.4% | +47.9% |
| YTD | +13.3% | -23.4% | +36.7% | +10.5% |
| 1Y | +11.2% | -41.5% | +52.8% | +8.2% |
| All | +11.2% | -40.4% | +51.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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